-94.5%
OPEN vs UPST
-14.4%
-80.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.1% |
| 7D | -21.7% | +4.4% | -26.1% | -22.6% |
| 30D | -36.5% | -7.7% | -28.8% | -34.1% |
| 3M | -59.5% | -28.4% | -31.1% | -53.9% |
| 6M | -71.9% | -23.2% | -48.7% | -68.8% |
| YTD | -75.8% | -49.1% | -26.7% | -69.7% |
| 1Y | -78.5% | -42.4% | -36.1% | -74.2% |
| 3Y | -30.2% | +5.4% | -35.5% | -43.2% |
| 5Y | -93.3% | -92.9% | -0.4% | -91.9% |
| All | -94.5% | -14.4% | -80.1% | -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