+99.6%
USO vs UPST
-4.9%
+104.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.3% |
| 7D | -1.9% | -10.6% | +8.7% | -2.0% |
| 30D | -5.2% | -14.0% | +8.8% | -5.3% |
| 3M | +16.4% | -36.8% | +53.3% | +16.0% |
| 6M | +2.5% | -27.5% | +30.0% | +2.0% |
| YTD | +110.5% | -55.3% | +165.8% | +112.0% |
| 1Y | +108.4% | -47.5% | +156.0% | +108.4% |
| 3Y | +99.6% | -10.4% | +110.1% | +85.4% |
| All | +99.6% | -4.9% | +104.6% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling