-2.2%
OXY vs UPST
-11.9%
+9.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +1.6% | -3.5% | +5.1% | +1.7% |
| 30D | +11.6% | -7.1% | +18.7% | +11.8% |
| 3M | +2.8% | -13.1% | +15.9% | +3.1% |
| 6M | +13.0% | -1.1% | +14.1% | +12.2% |
| YTD | +47.4% | -35.9% | +83.2% | +49.6% |
| 1Y | +31.5% | -57.4% | +88.9% | +36.2% |
| All | -2.2% | -11.9% | +9.7% | -5.1% |
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 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