+358.1%
USO vs UPST
-0.4%
+358.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.0% | +6.7% | +2.7% |
| 7D | +6.2% | -8.1% | +14.3% | +6.2% |
| 30D | +19.1% | -14.3% | +33.4% | +19.1% |
| 3M | +14.2% | -16.6% | +30.9% | +14.2% |
| 6M | +43.7% | -7.3% | +51.0% | +43.5% |
| YTD | +116.8% | -40.8% | +157.6% | +117.5% |
| 1Y | +104.3% | -62.4% | +166.8% | +105.7% |
| 3Y | +91.5% | -15.3% | +106.8% | +90.7% |
| 5Y | +214.1% | -91.1% | +305.1% | +207.7% |
| All | +358.1% | -0.4% | +358.5% | +365.0% |
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