-23.3%
ONON vs UPST
-90.3%
+67.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.5% | -0.7% |
| 7D | -3.5% | -8.1% | +4.6% | -1.7% |
| 30D | -30.8% | -14.3% | -16.5% | -28.5% |
| 3M | -29.8% | -16.6% | -13.2% | -27.4% |
| 6M | -34.8% | -7.3% | -27.6% | -34.6% |
| YTD | -42.3% | -40.8% | -1.5% | -36.9% |
| 1Y | -39.5% | -62.4% | +22.9% | -28.2% |
| 3Y | -9.3% | -15.3% | +6.0% | -23.0% |
| All | -23.3% | -90.3% | +67.0% | -22.8% |
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