-24.9%
UPST vs OUST
-69.7%
+44.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.0% | +3.7% | -1.8% |
| 7D | -10.9% | -5.0% | -5.8% | -9.1% |
| 30D | -7.2% | -32.0% | +24.8% | +6.5% |
| 3M | -26.7% | -32.4% | +5.7% | -17.4% |
| 6M | -29.0% | +6.7% | -35.7% | -40.7% |
| YTD | -49.4% | +41.0% | -90.4% | -63.2% |
| 1Y | -47.0% | +18.0% | -64.9% | -58.6% |
| 3Y | -27.0% | +560.6% | -587.6% | -82.6% |
| 5Y | -93.3% | -55.1% | -38.2% | -94.7% |
| All | -24.9% | -69.7% | +44.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling