+110.5%
ORLY vs UPST
-92.2%
+202.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | -1.9% | -12.1% | +10.1% | -1.7% |
| 30D | +4.5% | -13.4% | +17.9% | +4.7% |
| 3M | -2.2% | -31.2% | +29.0% | -1.6% |
| 6M | -0.9% | -28.3% | +27.5% | -0.5% |
| YTD | -0.7% | -53.0% | +52.2% | +0.3% |
| 1Y | -8.7% | -47.2% | +38.4% | -8.1% |
| 3Y | +37.7% | -1.5% | +39.2% | +33.2% |
| 5Y | +110.5% | -91.6% | +202.2% | +113.6% |
| All | +110.5% | -92.2% | +202.8% | +113.6% |
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