+37.9%
SHEL vs UPST
-62.0%
+99.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.1% |
| 7D | +3.0% | -8.1% | +11.1% | +2.6% |
| 30D | +7.2% | -14.3% | +21.5% | +6.5% |
| 3M | +12.9% | -16.6% | +29.5% | +12.1% |
| 6M | +13.7% | -7.3% | +21.0% | +13.1% |
| YTD | +33.7% | -40.8% | +74.5% | +33.7% |
| 1Y | +37.9% | -62.4% | +100.3% | +38.0% |
| All | +37.9% | -62.0% | +99.9% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling