+160.6%
OXY vs UPST
-90.2%
+250.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.2% |
| 7D | -0.5% | -1.5% | +1.0% | -0.4% |
| 30D | +8.5% | -13.2% | +21.7% | +9.0% |
| 3M | +6.0% | -13.0% | +19.0% | +6.3% |
| 6M | +13.0% | -2.9% | +15.9% | +12.3% |
| YTD | +48.9% | -38.3% | +87.2% | +50.8% |
| 1Y | +36.4% | -60.5% | +96.9% | +40.7% |
| 3Y | -2.3% | -11.7% | +9.5% | -5.7% |
| 5Y | +160.6% | -90.2% | +250.8% | +188.9% |
| All | +160.6% | -90.2% | +250.8% | +188.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling