+86.1%
OVV vs UPST
-93.2%
+179.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -2.3% |
| 7D | -14.9% | -10.9% | -4.0% | -14.0% |
| 30D | -0.9% | -7.2% | +6.3% | -0.4% |
| 3M | +5.6% | -26.7% | +32.3% | +8.3% |
| 6M | -2.5% | -29.0% | +26.5% | -0.3% |
| YTD | +57.8% | -49.4% | +107.2% | +65.3% |
| 1Y | +70.1% | -47.0% | +117.0% | +76.5% |
| 3Y | +35.1% | -27.0% | +62.1% | +25.4% |
| 5Y | +86.1% | -93.3% | +179.4% | +111.6% |
| All | +86.1% | -93.2% | +179.3% | +111.6% |
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