+103.5%
ON vs UPST
-15.8%
+119.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -11.7% | -4.9% | -6.8% | -11.1% |
| 30D | -23.3% | -8.9% | -14.4% | -22.3% |
| 3M | -19.2% | -26.3% | +7.1% | -15.8% |
| 6M | -40.1% | -23.7% | -16.4% | -38.2% |
| YTD | +16.9% | -49.9% | +66.9% | +26.6% |
| 1Y | +29.7% | -42.0% | +71.7% | +37.3% |
| 3Y | -4.4% | -25.3% | +20.9% | -10.0% |
| 5Y | +7.1% | -93.4% | +100.5% | +6.2% |
| All | +103.5% | -15.8% | +119.3% | +87.7% |
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