+91.5%
ONTO vs UPST
-93.6%
+185.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.1% | +12.2% | +11.3% |
| 7D | -14.0% | -4.9% | -9.1% | -13.3% |
| 30D | -43.1% | -8.9% | -34.2% | -42.1% |
| 3M | -35.5% | -26.3% | -9.2% | -31.9% |
| 6M | -41.1% | -23.7% | -17.3% | -38.2% |
| YTD | +9.8% | -49.9% | +59.7% | +22.9% |
| 1Y | +31.5% | -42.0% | +73.5% | +43.1% |
| 3Y | +45.2% | -25.3% | +70.5% | +36.5% |
| All | +91.5% | -93.6% | +185.0% | +137.5% |
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