+38.3%
OVV vs UPST
-29.4%
+67.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -16.7% | -4.9% | -11.8% | -16.4% |
| 30D | -1.5% | -8.9% | +7.4% | -0.9% |
| 3M | +1.6% | -26.3% | +27.9% | +3.7% |
| 6M | +2.0% | -23.7% | +25.8% | +3.1% |
| YTD | +56.8% | -49.9% | +106.8% | +63.9% |
| 1Y | +64.8% | -42.0% | +106.8% | +68.8% |
| 3Y | +38.3% | -25.3% | +63.6% | +31.3% |
| All | +38.3% | -29.4% | +67.7% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling