+35.1%
XOP vs UPST
-13.8%
+48.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +2.6% | -3.5% | +6.1% | +2.8% |
| 30D | +15.4% | -7.1% | +22.6% | +15.9% |
| 3M | +12.1% | -13.1% | +25.1% | +12.8% |
| 6M | +19.7% | -1.1% | +20.8% | +18.4% |
| YTD | +52.4% | -35.9% | +88.3% | +56.1% |
| 1Y | +47.6% | -57.4% | +105.0% | +56.2% |
| All | +35.1% | -13.8% | +48.9% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling