-94.9%
OPEN vs UPST
-21.5%
-73.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.3% | +1.2% | -4.0% |
| 7D | -24.7% | -4.5% | -20.2% | -23.0% |
| 30D | -41.0% | -15.3% | -25.7% | -36.8% |
| 3M | -62.4% | -32.4% | -29.9% | -56.2% |
| 6M | -73.9% | -29.5% | -44.3% | -70.0% |
| YTD | -77.5% | -53.3% | -24.2% | -70.9% |
| 1Y | -83.6% | -47.4% | -36.2% | -79.6% |
| 3Y | -37.0% | -2.2% | -34.8% | -47.2% |
| 5Y | -93.3% | -92.0% | -1.2% | -91.9% |
| All | -94.9% | -21.5% | -73.4% | -96.1% |
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