-25.7%
UPST vs OUST
-65.4%
+39.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -6.5% |
| 7D | -4.9% | +17.0% | -21.9% | -11.0% |
| 30D | -8.9% | -16.5% | +7.6% | -3.8% |
| 3M | -26.3% | -23.7% | -2.7% | -21.2% |
| 6M | -23.7% | +18.4% | -42.1% | -39.1% |
| YTD | -49.9% | +60.8% | -110.7% | -65.6% |
| 1Y | -42.0% | +44.2% | -86.2% | -58.4% |
| 3Y | -25.3% | +668.1% | -693.4% | -83.3% |
| 5Y | -93.4% | -48.8% | -44.6% | -95.0% |
| All | -25.7% | -65.4% | +39.7% | -35.5% |
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