+62.9%
ON vs UPST
-88.8%
+151.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -42.3% |
| 6M | +19.0% | -1.1% | +20.0% | +17.6% |
| YTD | +37.4% | -35.9% | +73.2% | +45.4% |
| 1Y | +54.8% | -57.4% | +112.2% | +74.7% |
| 3Y | -25.2% | -14.9% | -10.3% | -33.7% |
| All | +62.9% | -88.8% | +151.7% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling