+254.2%
XOM vs UPST
-90.2%
+344.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.6% | +0.8% |
| 7D | -2.4% | -1.5% | -0.9% | -2.3% |
| 30D | +5.7% | -13.2% | +18.9% | +5.9% |
| 3M | +6.6% | -13.0% | +19.5% | +6.7% |
| 6M | +7.7% | -2.9% | +10.5% | +7.3% |
| YTD | +36.2% | -38.3% | +74.5% | +37.3% |
| 1Y | +50.5% | -60.5% | +110.9% | +53.3% |
| 3Y | +53.4% | -11.7% | +65.1% | +49.7% |
| 5Y | +254.2% | -90.2% | +344.4% | +257.2% |
| All | +254.2% | -90.2% | +344.4% | +257.2% |
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