-84.0%
OPEN vs UPST
-88.8%
+4.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.4% |
| 7D | -4.3% | -3.5% | -0.7% | -2.7% |
| 30D | -16.2% | -7.1% | -9.1% | -13.3% |
| 3M | -36.4% | -13.1% | -23.3% | -31.9% |
| 6M | -35.5% | -1.1% | -34.4% | -35.9% |
| YTD | -46.0% | -35.9% | -10.1% | -36.5% |
| 1Y | -47.1% | -57.4% | +10.3% | -26.3% |
| 3Y | -19.0% | -14.9% | -4.2% | -38.8% |
| All | -84.0% | -88.8% | +4.8% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling