-7.3%
OSCR vs UPST
-54.5%
+47.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.3% |
| 7D | +5.8% | -3.5% | +9.4% | +6.4% |
| 30D | +7.1% | -7.1% | +14.2% | +8.2% |
| 3M | +36.7% | -13.1% | +49.7% | +39.0% |
| 6M | +114.3% | -1.1% | +115.4% | +112.5% |
| YTD | +124.4% | -35.9% | +160.3% | +135.2% |
| 1Y | +75.5% | -57.4% | +132.9% | +93.5% |
| 3Y | +390.1% | -14.9% | +405.0% | +332.9% |
| 5Y | +77.1% | -88.7% | +165.8% | +55.8% |
| All | -7.3% | -54.5% | +47.2% | -16.1% |
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