+381.3%
OVV vs UPST
-21.5%
+402.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.1% | +2.4% |
| 7D | -7.3% | -4.5% | -2.8% | -7.1% |
| 30D | -3.6% | -15.3% | +11.7% | -2.6% |
| 3M | -2.6% | -32.4% | +29.8% | -0.2% |
| 6M | +7.6% | -29.5% | +37.1% | +9.3% |
| YTD | +59.6% | -53.3% | +112.9% | +66.1% |
| 1Y | +62.2% | -47.4% | +109.6% | +66.8% |
| 3Y | +49.6% | -2.2% | +51.8% | +40.7% |
| 5Y | +98.9% | -92.0% | +191.0% | +90.2% |
| All | +381.3% | -21.5% | +402.8% | +335.1% |
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