+346.2%
USO vs UPST
-26.3%
+372.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.9% | +10.1% | +3.2% |
| 7D | -1.4% | -13.5% | +12.1% | -1.5% |
| 30D | -4.6% | -19.6% | +15.1% | -4.6% |
| 3M | +14.7% | -34.2% | +48.9% | +14.7% |
| 6M | +1.2% | -31.2% | +32.4% | +1.1% |
| YTD | +111.2% | -56.2% | +167.4% | +111.7% |
| 1Y | +109.3% | -51.7% | +161.0% | +109.5% |
| 3Y | +103.5% | -8.2% | +111.7% | +102.4% |
| 5Y | +160.9% | -92.8% | +253.7% | +155.4% |
| All | +346.2% | -26.3% | +372.5% | +352.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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