-0.8%
ONON vs UPST
-93.3%
+92.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.1% |
| 7D | +5.7% | +4.4% | +1.2% | +4.7% |
| 30D | +7.0% | -7.7% | +14.6% | +8.2% |
| 3M | -0.1% | -28.4% | +28.4% | +6.5% |
| 6M | +6.5% | -23.2% | +29.7% | +11.0% |
| YTD | -19.3% | -49.1% | +29.9% | -9.6% |
| 1Y | +7.2% | -42.4% | +49.6% | +16.6% |
| 3Y | +39.1% | +5.4% | +33.8% | +13.0% |
| 5Y | -0.8% | -92.9% | +92.1% | +32.5% |
| All | -0.8% | -93.3% | +92.5% | +32.5% |
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