+284.1%
XLE vs UPST
-14.4%
+298.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -7.9% | +4.4% | -12.3% | -8.0% |
| 30D | -4.8% | -7.7% | +2.9% | -4.7% |
| 3M | +8.4% | -28.4% | +36.8% | +9.2% |
| 6M | +12.7% | -23.2% | +35.8% | +13.1% |
| YTD | +41.3% | -49.1% | +90.4% | +43.1% |
| 1Y | +42.3% | -42.4% | +84.7% | +43.5% |
| 3Y | +65.1% | +5.4% | +59.7% | +61.9% |
| 5Y | +150.2% | -92.9% | +243.1% | +144.2% |
| All | +284.1% | -14.4% | +298.6% | +278.7% |
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