-22.1%
ONON vs UPST
-89.9%
+67.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.8% |
| 7D | -1.7% | -1.5% | -0.2% | -1.3% |
| 30D | -27.4% | -13.2% | -14.2% | -25.2% |
| 3M | -26.5% | -13.0% | -13.5% | -24.6% |
| 6M | -34.2% | -2.9% | -31.3% | -34.7% |
| YTD | -41.3% | -38.3% | -3.0% | -36.5% |
| 1Y | -39.7% | -60.5% | +20.8% | -29.1% |
| 3Y | -7.8% | -11.7% | +3.9% | -22.4% |
| All | -22.1% | -89.9% | +67.9% | -22.3% |
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 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