+214.8%
OXY vs UPST
-21.5%
+236.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.3% | +10.3% | +2.3% |
| 7D | -5.8% | -4.5% | -1.3% | -5.8% |
| 30D | -5.3% | -15.3% | +10.0% | -5.0% |
| 3M | -2.5% | -32.4% | +29.9% | -1.6% |
| 6M | +8.3% | -29.5% | +37.8% | +9.0% |
| YTD | +40.3% | -53.3% | +93.6% | +42.8% |
| 1Y | +38.8% | -47.4% | +86.2% | +40.5% |
| 3Y | -1.4% | -2.2% | +0.8% | -4.2% |
| 5Y | +92.2% | -92.0% | +184.3% | +90.8% |
| All | +214.8% | -21.5% | +236.3% | +191.5% |
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 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