+204.2%
SHEL vs UPST
+7.9%
+196.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | +2.2% | -3.5% | +5.8% | +2.3% |
| 30D | +6.8% | -7.1% | +14.0% | +6.9% |
| 3M | +8.1% | -13.1% | +21.2% | +8.3% |
| 6M | +14.4% | -1.1% | +15.5% | +14.1% |
| YTD | +30.0% | -35.9% | +65.8% | +30.7% |
| 1Y | +33.3% | -57.4% | +90.7% | +35.0% |
| 3Y | +66.4% | -14.9% | +81.3% | +63.7% |
| 5Y | +178.6% | -88.7% | +267.2% | +173.2% |
| All | +204.2% | +7.9% | +196.3% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling