+25.8%
ON vs UPST
-92.2%
+118.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +1.4% |
| 7D | +17.0% | -13.5% | +30.5% | +20.0% |
| 30D | -3.9% | -19.6% | +15.8% | -0.2% |
| 3M | -11.5% | -34.2% | +22.7% | -5.1% |
| 6M | -29.2% | -31.2% | +2.0% | -24.9% |
| YTD | +36.2% | -56.2% | +92.4% | +53.9% |
| 1Y | +49.6% | -51.7% | +101.3% | +65.7% |
| 3Y | +9.4% | -8.2% | +17.7% | -3.3% |
| 5Y | +25.8% | -92.8% | +118.6% | +35.2% |
| All | +25.8% | -92.2% | +118.0% | +35.2% |
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