+123.8%
ON vs UPST
-21.5%
+145.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +1.9% |
| 7D | -4.1% | -4.5% | +0.4% | -3.5% |
| 30D | -10.2% | -15.3% | +5.1% | -8.2% |
| 3M | -12.7% | -32.4% | +19.7% | -8.1% |
| 6M | -32.5% | -29.5% | -3.0% | -29.5% |
| YTD | +28.6% | -53.3% | +81.9% | +40.6% |
| 1Y | +43.4% | -47.4% | +90.8% | +53.8% |
| 3Y | +3.3% | -2.2% | +5.5% | -5.3% |
| 5Y | +22.5% | -92.0% | +114.6% | +21.2% |
| All | +123.8% | -21.5% | +145.3% | +108.4% |
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