-30.0%
OPEN vs UPST
-29.4%
-0.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.1% | -20.7% | -21.3% |
| 7D | -22.2% | -4.9% | -17.3% | -20.4% |
| 30D | -38.3% | -8.9% | -29.5% | -35.5% |
| 3M | -59.4% | -26.3% | -33.0% | -53.9% |
| 6M | -74.4% | -23.7% | -50.6% | -71.3% |
| YTD | -76.0% | -49.9% | -26.0% | -69.4% |
| 1Y | -78.7% | -42.0% | -36.7% | -74.3% |
| 3Y | -30.0% | -25.3% | -4.7% | -35.4% |
| All | -30.0% | -29.4% | -0.6% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling