+99.9%
USO vs UPST
-59.7%
+159.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.8% | +6.7% | +2.2% |
| 7D | +3.6% | -1.5% | +5.1% | +3.3% |
| 30D | +23.8% | -13.2% | +37.0% | +21.3% |
| 3M | +8.1% | -13.0% | +21.0% | +6.8% |
| 6M | +34.3% | -2.9% | +37.1% | +34.8% |
| YTD | +111.1% | -38.3% | +149.5% | +115.6% |
| 1Y | +99.9% | -60.5% | +160.4% | +106.8% |
| All | +99.9% | -59.7% | +159.7% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling