+68.1%
ONTO vs UPST
-93.2%
+161.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -5.3% | -10.3% | -14.6% |
| 7D | -29.7% | -10.9% | -18.8% | -28.1% |
| 30D | -50.3% | -7.2% | -43.1% | -49.6% |
| 3M | -43.5% | -26.7% | -16.8% | -40.3% |
| 6M | -48.9% | -29.0% | -19.9% | -45.7% |
| YTD | -1.2% | -49.4% | +48.2% | +10.4% |
| 1Y | +14.9% | -47.0% | +61.9% | +27.0% |
| 3Y | +31.2% | -27.0% | +58.2% | +23.8% |
| 5Y | +68.1% | -93.3% | +161.4% | +98.7% |
| All | +68.1% | -93.2% | +161.3% | +98.7% |
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