-94.5%
OPEN vs UPST
-15.8%
-78.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.1% | -20.7% | -21.4% |
| 7D | -22.2% | -4.9% | -17.3% | -20.5% |
| 30D | -38.3% | -8.9% | -29.5% | -35.7% |
| 3M | -59.4% | -26.3% | -33.0% | -54.2% |
| 6M | -74.4% | -23.7% | -50.6% | -71.5% |
| YTD | -76.0% | -49.9% | -26.0% | -69.7% |
| 1Y | -78.7% | -42.0% | -36.7% | -74.5% |
| 3Y | -30.0% | -25.3% | -4.7% | -37.2% |
| 5Y | -93.7% | -93.4% | -0.3% | -92.3% |
| All | -94.5% | -15.8% | -78.7% | -95.9% |
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