+70.3%
OMC vs UPST
-21.5%
+91.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +0.8% |
| 7D | +6.8% | -4.5% | +11.3% | +7.1% |
| 30D | +16.2% | -15.3% | +31.5% | +17.1% |
| 3M | +6.0% | -32.4% | +38.5% | +8.1% |
| 6M | +17.7% | -29.5% | +47.2% | +19.4% |
| YTD | +13.5% | -53.3% | +66.8% | +17.2% |
| 1Y | +27.2% | -47.4% | +74.6% | +30.3% |
| 3Y | +30.4% | -2.2% | +32.6% | +25.2% |
| 5Y | +53.5% | -92.0% | +145.6% | +48.1% |
| All | +70.3% | -21.5% | +91.8% | +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