+282.2%
XLE vs UPST
-15.8%
+298.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -12.0% | -4.9% | -7.1% | -11.9% |
| 30D | -2.7% | -8.9% | +6.1% | -2.6% |
| 3M | +6.6% | -26.3% | +32.9% | +7.3% |
| 6M | +9.5% | -23.7% | +33.3% | +9.9% |
| YTD | +40.6% | -49.9% | +90.5% | +42.5% |
| 1Y | +43.6% | -42.0% | +85.6% | +44.8% |
| 3Y | +58.1% | -25.3% | +83.4% | +56.0% |
| 5Y | +152.2% | -93.4% | +245.6% | +146.1% |
| All | +282.2% | -15.8% | +298.0% | +276.9% |
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