+19.7%
OTIS vs UPST
+7.9%
+11.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.3% |
| 7D | -0.7% | -3.5% | +2.8% | -0.6% |
| 30D | -2.0% | -7.1% | +5.1% | -1.7% |
| 3M | +2.6% | -13.1% | +15.6% | +3.0% |
| 6M | -20.9% | -1.1% | -19.8% | -21.2% |
| YTD | -17.1% | -35.9% | +18.7% | -16.1% |
| 1Y | -15.9% | -57.4% | +41.5% | -13.7% |
| 3Y | -12.7% | -14.9% | +2.1% | -16.0% |
| 5Y | -15.7% | -88.7% | +72.9% | -19.6% |
| All | +19.7% | +7.9% | +11.8% | +17.3% |
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