+410.9%
OVV vs UPST
-24.8%
+435.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.6% |
| 7D | +8.0% | -10.6% | +18.7% | +8.8% |
| 30D | -2.0% | -14.0% | +11.9% | -1.2% |
| 3M | +5.4% | -36.8% | +42.3% | +8.6% |
| 6M | +14.3% | -27.5% | +41.8% | +15.8% |
| YTD | +69.4% | -55.3% | +124.7% | +76.8% |
| 1Y | +72.4% | -47.5% | +119.9% | +77.2% |
| 3Y | +58.4% | -10.4% | +68.8% | +49.8% |
| 5Y | +106.1% | -92.6% | +198.7% | +97.6% |
| All | +410.9% | -24.8% | +435.7% | +363.1% |
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