+0.7%
OXY vs UPST
-4.9%
+5.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +4.2% | -10.6% | +14.8% | +4.5% |
| 30D | -4.3% | -14.0% | +9.7% | -4.0% |
| 3M | +2.3% | -36.8% | +39.1% | +3.6% |
| 6M | +5.5% | -27.5% | +33.1% | +5.8% |
| YTD | +44.9% | -55.3% | +100.1% | +48.5% |
| 1Y | +42.6% | -47.5% | +90.1% | +44.4% |
| 3Y | +0.7% | -10.4% | +11.2% | -3.0% |
| All | +0.7% | -4.9% | +5.7% | -3.0% |
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