-25.1%
ON vs UPST
-13.8%
-11.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +2.4% | -3.5% | +6.0% | +3.1% |
| 30D | -3.3% | -7.1% | +3.8% | -2.2% |
| 3M | -43.6% | -13.1% | -30.5% | -42.2% |
| 6M | +19.0% | -1.1% | +20.0% | +17.5% |
| YTD | +37.4% | -35.9% | +73.2% | +45.6% |
| 1Y | +54.8% | -57.4% | +112.2% | +75.4% |
| All | -25.1% | -13.8% | -11.3% | -32.6% |
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