+369.0%
XOM vs UPST
-0.4%
+369.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.3% | +2.3% |
| 7D | 0.0% | -8.1% | +8.1% | +0.1% |
| 30D | +3.4% | -14.3% | +17.7% | +3.6% |
| 3M | +11.0% | -16.6% | +27.6% | +11.1% |
| 6M | +10.6% | -7.3% | +17.9% | +10.5% |
| YTD | +39.2% | -40.8% | +80.0% | +39.9% |
| 1Y | +52.7% | -62.4% | +115.2% | +54.4% |
| 3Y | +56.8% | -15.3% | +72.1% | +55.2% |
| 5Y | +261.8% | -91.1% | +352.8% | +251.0% |
| All | +369.0% | -0.4% | +369.5% | +373.0% |
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 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