+155.1%
OSCR vs UPST
-92.5%
+247.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | +1.3% | -10.6% | +11.9% | +3.2% |
| 30D | -9.5% | -14.0% | +4.5% | -7.3% |
| 3M | +0.9% | -36.8% | +37.7% | +9.1% |
| 6M | +31.5% | -27.5% | +59.0% | +37.8% |
| YTD | +116.1% | -55.3% | +171.3% | +143.8% |
| 1Y | +122.6% | -47.5% | +170.1% | +143.3% |
| 3Y | +356.6% | -10.4% | +367.1% | +273.5% |
| All | +155.1% | -92.5% | +247.6% | +178.4% |
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