-95.4%
OPEN vs UPST
-24.8%
-70.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.8% | -4.4% |
| 7D | -15.0% | -10.6% | -4.4% | -11.2% |
| 30D | -40.2% | -14.0% | -26.2% | -36.2% |
| 3M | -67.4% | -36.8% | -30.6% | -61.1% |
| 6M | -74.0% | -27.5% | -46.5% | -70.5% |
| YTD | -79.6% | -55.3% | -24.3% | -73.1% |
| 1Y | -86.1% | -47.5% | -38.6% | -82.7% |
| 3Y | -41.4% | -10.4% | -30.9% | -49.2% |
| 5Y | -94.9% | -92.6% | -2.3% | -93.6% |
| All | -95.4% | -24.8% | -70.6% | -96.4% |
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