-89.3%
UPST vs OUST
-56.2%
-33.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.3% |
| 7D | -3.5% | +5.2% | -8.8% | -5.5% |
| 30D | -7.1% | -19.3% | +12.1% | -0.1% |
| 3M | -13.1% | -22.6% | +9.6% | -11.5% |
| 6M | -1.1% | +62.8% | -63.9% | -30.9% |
| YTD | -35.9% | +68.3% | -104.2% | -56.0% |
| 1Y | -57.4% | +28.5% | -86.0% | -68.6% |
| 3Y | -14.9% | +554.0% | -568.9% | -80.6% |
| All | -89.3% | -56.2% | -33.2% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling