+195.8%
XOM vs UPST
-93.3%
+289.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -8.3% | +4.4% | -12.7% | -8.4% |
| 30D | -2.5% | -7.7% | +5.2% | -2.4% |
| 3M | +8.3% | -28.4% | +36.8% | +8.9% |
| 6M | +15.5% | -23.2% | +38.6% | +15.7% |
| YTD | +39.6% | -49.1% | +88.8% | +41.2% |
| 1Y | +44.6% | -42.4% | +87.0% | +45.6% |
| 3Y | +76.6% | +5.4% | +71.2% | +71.8% |
| 5Y | +195.8% | -92.9% | +288.7% | +202.5% |
| All | +195.8% | -93.3% | +289.1% | +202.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling