+333.6%
USO vs UPST
+7.9%
+325.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | -0.1% |
| 7D | +9.5% | -3.5% | +13.0% | +9.4% |
| 30D | +23.6% | -7.1% | +30.7% | +23.6% |
| 3M | +3.8% | -13.1% | +16.9% | +3.8% |
| 6M | +55.0% | -1.1% | +56.1% | +54.9% |
| YTD | +105.3% | -35.9% | +141.1% | +105.9% |
| 1Y | +91.4% | -57.4% | +148.8% | +92.6% |
| 3Y | +84.6% | -14.9% | +99.4% | +83.8% |
| 5Y | +191.7% | -88.7% | +280.4% | +186.8% |
| All | +333.6% | +7.9% | +325.7% | +340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling