-16.3%
UPST vs OUST
+554.0%
-570.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | -3.5% | +5.2% | -8.8% | -5.0% |
| 30D | -7.1% | -19.3% | +12.1% | -1.9% |
| 3M | -13.1% | -22.6% | +9.6% | -11.3% |
| 6M | -1.1% | +62.8% | -63.9% | -23.5% |
| YTD | -35.9% | +68.3% | -104.2% | -51.1% |
| 1Y | -57.4% | +28.5% | -86.0% | -65.5% |
| All | -16.3% | +554.0% | -570.3% | -72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling