-87.7%
OPEN vs UPST
+7.9%
-95.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.2% |
| 7D | -4.3% | -3.5% | -0.7% | -3.0% |
| 30D | -16.2% | -7.1% | -9.1% | -13.8% |
| 3M | -36.4% | -13.1% | -23.3% | -32.7% |
| 6M | -35.5% | -1.1% | -34.4% | -35.7% |
| YTD | -46.0% | -35.9% | -10.1% | -38.1% |
| 1Y | -47.1% | -57.4% | +10.3% | -30.4% |
| 3Y | -19.0% | -14.9% | -4.2% | -31.4% |
| 5Y | -83.6% | -88.7% | +5.1% | -82.6% |
| All | -87.7% | +7.9% | -95.6% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling