+355.4%
XOM vs UPST
+7.9%
+347.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.7% |
| 7D | +1.8% | -3.5% | +5.3% | +1.8% |
| 30D | +5.9% | -7.1% | +13.0% | +5.9% |
| 3M | +5.6% | -13.1% | +18.6% | +5.7% |
| 6M | +7.9% | -1.1% | +9.0% | +7.7% |
| YTD | +35.2% | -35.9% | +71.0% | +35.7% |
| 1Y | +46.0% | -57.4% | +103.4% | +47.4% |
| 3Y | +55.0% | -14.9% | +69.9% | +53.4% |
| 5Y | +246.3% | -88.7% | +335.0% | +236.6% |
| All | +355.4% | +7.9% | +347.6% | +358.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling