+237.6%
OXY vs UPST
-0.4%
+238.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +1.2% |
| 7D | +0.6% | -8.1% | +8.7% | +0.9% |
| 30D | +4.5% | -14.3% | +18.8% | +4.9% |
| 3M | +8.9% | -16.6% | +25.5% | +9.3% |
| 6M | +12.5% | -7.3% | +19.7% | +12.1% |
| YTD | +50.5% | -40.8% | +91.3% | +52.2% |
| 1Y | +38.6% | -62.4% | +101.0% | +42.3% |
| 3Y | -1.2% | -15.3% | +14.1% | -3.7% |
| 5Y | +161.6% | -91.1% | +252.7% | +158.8% |
| All | +237.6% | -0.4% | +238.0% | +210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling