+117.8%
ORLY vs UPST
-90.2%
+208.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -2.2% |
| 7D | -2.3% | -1.5% | -0.8% | -2.3% |
| 30D | -8.2% | -13.2% | +5.1% | -8.0% |
| 3M | -3.5% | -13.0% | +9.5% | -3.3% |
| 6M | -9.2% | -2.9% | -6.3% | -9.3% |
| YTD | -5.8% | -38.3% | +32.5% | -5.3% |
| 1Y | -19.3% | -60.5% | +41.2% | -18.2% |
| 3Y | +34.4% | -11.7% | +46.2% | +30.6% |
| 5Y | +117.8% | -90.2% | +208.0% | +113.5% |
| All | +117.8% | -90.2% | +208.0% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling