+250.9%
XOP vs UPST
-24.8%
+275.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +6.3% | -10.6% | +17.0% | +6.9% |
| 30D | -6.6% | -14.0% | +7.4% | -6.0% |
| 3M | +3.6% | -36.8% | +40.4% | +5.9% |
| 6M | +10.8% | -27.5% | +38.3% | +11.9% |
| YTD | +48.3% | -55.3% | +103.5% | +53.2% |
| 1Y | +42.9% | -47.5% | +90.5% | +46.1% |
| 3Y | +43.3% | -10.4% | +53.7% | +37.5% |
| 5Y | +94.0% | -92.6% | +186.6% | +89.7% |
| All | +250.9% | -24.8% | +275.6% | +231.9% |
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 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