-4.8%
UPST vs XPO
+361.7%
-366.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -4.9% |
| 7D | -3.5% | +2.4% | -5.9% | -5.4% |
| 30D | -7.1% | -3.5% | -3.6% | -5.1% |
| 3M | -13.1% | -11.9% | -1.1% | -6.1% |
| 6M | -1.1% | -10.0% | +8.9% | +3.7% |
| YTD | -35.9% | +42.1% | -77.9% | -52.8% |
| 1Y | -57.4% | +47.6% | -105.0% | -70.0% |
| 3Y | -14.9% | +153.6% | -168.4% | -65.6% |
| 5Y | -88.7% | +266.5% | -355.2% | -97.0% |
| All | -4.8% | +361.7% | -366.5% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 all: compounded portfolio wealth divided by compounded XPO 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…
all analysis · Full analysis span regression · 6 months rolling