+395.9%
OVV vs UPST
-20.9%
+416.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +3.0% |
| 7D | +1.2% | -12.1% | +13.3% | +2.1% |
| 30D | -2.5% | -13.4% | +10.9% | -1.7% |
| 3M | +0.5% | -31.2% | +31.7% | +2.9% |
| 6M | +8.5% | -28.3% | +36.8% | +10.1% |
| YTD | +64.5% | -53.0% | +117.4% | +71.0% |
| 1Y | +64.7% | -47.2% | +111.9% | +69.3% |
| 3Y | +54.1% | -1.5% | +55.6% | +44.9% |
| 5Y | +95.4% | -91.6% | +187.1% | +86.7% |
| All | +395.9% | -20.9% | +416.8% | +348.1% |
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