+369.7%
XOM vs UPST
-21.5%
+391.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | -0.1% |
| 7D | -7.3% | -4.5% | -2.8% | -7.3% |
| 30D | -2.6% | -15.3% | +12.7% | -2.5% |
| 3M | +3.6% | -32.4% | +36.0% | +4.0% |
| 6M | +15.3% | -29.5% | +44.8% | +15.5% |
| YTD | +39.4% | -53.3% | +92.7% | +40.4% |
| 1Y | +43.2% | -47.4% | +90.5% | +43.8% |
| 3Y | +74.9% | -2.2% | +77.1% | +73.2% |
| 5Y | +201.3% | -92.0% | +293.3% | +193.0% |
| All | +369.7% | -21.5% | +391.2% | +374.6% |
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