-42.0%
UPST vs OUST
+32.6%
-74.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +14.0% | -15.1% | -5.1% |
| 7D | -4.9% | +17.0% | -21.9% | -9.3% |
| 30D | -8.9% | -16.5% | +7.6% | -5.3% |
| 3M | -26.3% | -23.7% | -2.7% | -22.6% |
| 6M | -23.7% | +18.4% | -42.1% | -36.7% |
| YTD | -49.9% | +60.8% | -110.7% | -66.6% |
| 1Y | -42.0% | +44.2% | -86.2% | -59.4% |
| All | -42.0% | +32.6% | -74.5% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling