-10.1%
OTIS vs UPST
-48.7%
+38.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.4% | -5.5% | +3.4% |
| 7D | +9.5% | -3.1% | +12.6% | +9.5% |
| 30D | +21.1% | -4.0% | +25.1% | +21.2% |
| 3M | +9.0% | -22.9% | +31.9% | +10.1% |
| 6M | +6.4% | -27.1% | +33.6% | +7.5% |
| YTD | -7.1% | -46.5% | +39.4% | -5.4% |
| 1Y | -10.1% | -49.4% | +39.3% | -8.6% |
| All | -10.1% | -48.7% | +38.5% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling