+395.9%
OSCR vs UPST
-19.3%
+415.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.6% | +3.0% |
| 7D | +1.1% | -12.0% | +13.0% | +2.6% |
| 30D | +16.5% | -16.0% | +32.5% | +18.8% |
| 3M | +17.0% | -17.2% | +34.1% | +19.4% |
| 6M | +145.0% | -10.9% | +155.8% | +146.4% |
| YTD | +126.7% | -42.6% | +169.3% | +138.6% |
| 1Y | +67.2% | -59.8% | +127.0% | +81.1% |
| All | +395.9% | -19.3% | +415.2% | +339.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling