+77.8%
XOM vs UPST
+0.4%
+77.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | -11.4% | -4.9% | -6.5% | -11.4% |
| 30D | +1.1% | -8.9% | +10.0% | +1.2% |
| 3M | +7.8% | -26.3% | +34.1% | +8.3% |
| 6M | +13.0% | -23.7% | +36.8% | +13.2% |
| YTD | +40.6% | -49.9% | +90.5% | +42.5% |
| 1Y | +49.1% | -42.0% | +91.0% | +50.0% |
| All | +77.8% | +0.4% | +77.4% | +66.8% |
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