+4.4%
ON vs UPST
-0.8%
+5.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +2.3% |
| 7D | -4.1% | -4.5% | +0.4% | -3.3% |
| 30D | -10.2% | -15.3% | +5.1% | -7.5% |
| 3M | -12.7% | -32.4% | +19.7% | -6.5% |
| 6M | -32.5% | -29.5% | -3.0% | -28.6% |
| YTD | +28.6% | -53.3% | +81.9% | +44.4% |
| 1Y | +43.4% | -47.4% | +90.8% | +56.9% |
| All | +4.4% | -0.8% | +5.2% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling