+69.7%
OMC vs UPST
-14.4%
+84.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +2.4% |
| 7D | +5.4% | +4.4% | +1.0% | +5.1% |
| 30D | +15.7% | -7.7% | +23.4% | +16.1% |
| 3M | +4.9% | -28.4% | +33.3% | +6.6% |
| 6M | +17.3% | -23.2% | +40.4% | +18.5% |
| YTD | +13.0% | -49.1% | +62.1% | +16.2% |
| 1Y | +24.1% | -42.4% | +66.4% | +26.6% |
| 3Y | +31.2% | +5.4% | +25.9% | +25.5% |
| 5Y | +53.4% | -92.9% | +146.3% | +47.4% |
| All | +69.7% | -14.4% | +84.1% | +68.9% |
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