+70.4%
OMC vs UPST
-20.9%
+91.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +1.6% | -12.1% | +13.6% | +2.2% |
| 30D | +15.3% | -13.4% | +28.8% | +16.1% |
| 3M | +4.5% | -31.2% | +35.7% | +6.4% |
| 6M | +20.8% | -28.3% | +49.1% | +22.4% |
| YTD | +13.5% | -53.0% | +66.5% | +17.2% |
| 1Y | +25.2% | -47.2% | +72.4% | +28.3% |
| 3Y | +30.5% | -1.5% | +31.9% | +25.2% |
| 5Y | +52.7% | -91.6% | +144.3% | +47.2% |
| All | +70.4% | -20.9% | +91.3% | +70.3% |
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