+387.2%
XOM vs UPST
-24.8%
+412.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.5% |
| 7D | +2.8% | -10.6% | +13.5% | +2.9% |
| 30D | -3.6% | -14.0% | +10.4% | -3.5% |
| 3M | +8.2% | -36.8% | +45.1% | +8.7% |
| 6M | +14.0% | -27.5% | +41.6% | +14.2% |
| YTD | +44.6% | -55.3% | +99.9% | +45.7% |
| 1Y | +47.8% | -47.5% | +95.3% | +48.4% |
| 3Y | +79.6% | -10.4% | +90.0% | +77.9% |
| 5Y | +214.3% | -92.6% | +306.9% | +205.7% |
| All | +387.2% | -24.8% | +412.0% | +392.5% |
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