+104.5%
OVV vs UPST
-92.2%
+196.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.9% | +9.1% | +2.9% |
| 7D | +6.5% | -13.5% | +20.0% | +7.9% |
| 30D | -2.7% | -19.6% | +17.0% | -0.9% |
| 3M | +3.1% | -34.2% | +37.3% | +6.8% |
| 6M | +12.8% | -31.2% | +44.0% | +15.4% |
| YTD | +68.1% | -56.2% | +124.3% | +78.4% |
| 1Y | +73.6% | -51.7% | +125.3% | +81.7% |
| 3Y | +57.6% | -8.2% | +65.8% | +43.0% |
| 5Y | +104.5% | -92.8% | +197.3% | +142.2% |
| All | +104.5% | -92.2% | +196.8% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling