-3.9%
ONON vs UPST
-92.7%
+88.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | -10.0% | -10.6% | +0.7% | -7.8% |
| 30D | -5.3% | -14.0% | +8.7% | -2.6% |
| 3M | +6.5% | -36.8% | +43.3% | +16.6% |
| 6M | -5.0% | -27.5% | +22.6% | +0.4% |
| YTD | -27.6% | -55.3% | +27.6% | -16.6% |
| 1Y | -20.7% | -47.5% | +26.9% | -11.9% |
| 3Y | +26.6% | -10.4% | +37.1% | +6.5% |
| 5Y | -9.6% | -92.6% | +83.0% | +7.8% |
| All | -3.9% | -92.7% | +88.8% | +2.0% |
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