+266.3%
ONTO vs UPST
-15.8%
+282.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.1% | +12.2% | +11.2% |
| 7D | -14.0% | -4.9% | -9.1% | -13.5% |
| 30D | -43.1% | -8.9% | -34.2% | -42.4% |
| 3M | -35.5% | -26.3% | -9.2% | -32.8% |
| 6M | -41.1% | -23.7% | -17.3% | -38.9% |
| YTD | +9.8% | -49.9% | +59.7% | +19.6% |
| 1Y | +31.5% | -42.0% | +73.5% | +40.3% |
| 3Y | +45.2% | -25.3% | +70.5% | +40.8% |
| 5Y | +86.7% | -93.4% | +180.1% | +85.7% |
| All | +266.3% | -15.8% | +282.1% | +251.9% |
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