+68.7%
OSCR vs UPST
-59.3%
+128.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | +1.6% | -8.8% | +10.4% | +3.9% |
| 30D | +10.7% | -12.1% | +22.7% | +14.0% |
| 3M | +13.4% | -19.5% | +32.9% | +18.9% |
| 6M | +144.6% | -6.8% | +151.4% | +142.5% |
| YTD | +128.0% | -41.5% | +169.5% | +156.4% |
| 1Y | +68.7% | -58.9% | +127.5% | +83.7% |
| All | +68.7% | -59.3% | +128.0% | +83.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling