+58.1%
XLE vs UPST
-28.6%
+86.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | -2.8% |
| 7D | -10.3% | -10.9% | +0.6% | -9.9% |
| 30D | -3.3% | -7.2% | +3.9% | -3.1% |
| 3M | +8.2% | -26.7% | +34.9% | +9.4% |
| 6M | +5.0% | -29.0% | +34.0% | +6.1% |
| YTD | +40.6% | -49.4% | +89.9% | +44.1% |
| 1Y | +45.0% | -47.0% | +92.0% | +47.9% |
| All | +58.1% | -28.6% | +86.7% | +52.0% |
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