+32.4%
OTIS vs UPST
-14.4%
+46.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.3% |
| 7D | +0.5% | +4.4% | -3.9% | +0.3% |
| 30D | +19.4% | -7.7% | +27.1% | +19.7% |
| 3M | +7.1% | -28.4% | +35.5% | +8.4% |
| 6M | +6.6% | -23.2% | +29.7% | +7.4% |
| YTD | -8.3% | -49.1% | +40.8% | -6.4% |
| 1Y | -11.6% | -42.4% | +30.8% | -10.3% |
| 3Y | +3.1% | +5.4% | -2.2% | -1.4% |
| 5Y | +2.5% | -92.9% | +95.4% | -1.5% |
| All | +32.4% | -14.4% | +46.8% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling