+43.3%
XOP vs UPST
-4.9%
+48.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +6.3% | -10.6% | +17.0% | +7.1% |
| 30D | -6.6% | -14.0% | +7.4% | -5.9% |
| 3M | +3.6% | -36.8% | +40.4% | +6.4% |
| 6M | +10.8% | -27.5% | +38.3% | +12.0% |
| YTD | +48.3% | -55.3% | +103.5% | +55.1% |
| 1Y | +42.9% | -47.5% | +90.5% | +46.9% |
| 3Y | +43.3% | -10.4% | +53.7% | +31.1% |
| All | +43.3% | -4.9% | +48.2% | +31.1% |
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