-93.9%
OPEN vs UPST
-92.2%
-1.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | -31.1% | -12.1% | -19.0% | -26.6% |
| 30D | -34.7% | -13.4% | -21.3% | -29.6% |
| 3M | -61.9% | -31.2% | -30.7% | -54.4% |
| 6M | -71.9% | -28.3% | -43.5% | -67.0% |
| YTD | -76.6% | -53.0% | -23.6% | -68.0% |
| 1Y | -83.9% | -47.2% | -36.7% | -79.2% |
| 3Y | -34.4% | -1.5% | -32.9% | -52.5% |
| 5Y | -93.9% | -91.6% | -2.3% | -92.2% |
| All | -93.9% | -92.2% | -1.7% | -92.2% |
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