+189.8%
ORLY vs UPST
+7.9%
+181.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -0.7% | -3.5% | +2.9% | -0.6% |
| 30D | -5.9% | -7.1% | +1.2% | -5.9% |
| 3M | -0.6% | -13.1% | +12.5% | -0.5% |
| 6M | -6.8% | -1.1% | -5.7% | -6.8% |
| YTD | -3.6% | -35.9% | +32.2% | -3.3% |
| 1Y | -16.3% | -57.4% | +41.1% | -15.7% |
| 3Y | +39.1% | -14.9% | +54.0% | +36.9% |
| 5Y | +125.4% | -88.7% | +214.1% | +121.0% |
| All | +189.8% | +7.9% | +181.9% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling