+230.6%
XOP vs UPST
-14.4%
+245.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -10.0% | +4.4% | -14.4% | -10.3% |
| 30D | -9.1% | -7.7% | -1.4% | -8.8% |
| 3M | +5.1% | -28.4% | +33.5% | +6.7% |
| 6M | +6.4% | -23.2% | +29.6% | +7.2% |
| YTD | +39.7% | -49.1% | +88.8% | +43.5% |
| 1Y | +37.2% | -42.4% | +79.6% | +39.6% |
| 3Y | +37.6% | +5.4% | +32.3% | +31.0% |
| 5Y | +76.5% | -92.9% | +169.4% | +72.0% |
| All | +230.6% | -14.4% | +245.1% | +210.7% |
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