-10.2%
ONDS vs UPST
-21.5%
+11.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.3% | +1.6% | -4.7% |
| 7D | -3.8% | -4.5% | +0.7% | -2.9% |
| 30D | -17.2% | -15.3% | -1.9% | -13.8% |
| 3M | -40.2% | -32.4% | -7.7% | -34.4% |
| 6M | -38.5% | -29.5% | -9.0% | -32.5% |
| YTD | -42.9% | -53.3% | +10.4% | -31.4% |
| 1Y | -5.3% | -47.4% | +42.1% | +11.5% |
| 3Y | +820.7% | -2.2% | +822.9% | +767.6% |
| 5Y | -41.6% | -92.0% | +50.4% | -37.3% |
| All | -10.2% | -21.5% | +11.3% | +3.3% |
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