+403.7%
OVV vs UPST
+7.9%
+395.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +0.3% | -3.5% | +3.8% | +0.5% |
| 30D | +11.7% | -7.1% | +18.9% | +12.2% |
| 3M | +9.8% | -13.1% | +22.9% | +10.4% |
| 6M | +26.6% | -1.1% | +27.7% | +25.3% |
| YTD | +67.0% | -35.9% | +102.9% | +70.3% |
| 1Y | +55.9% | -57.4% | +113.3% | +63.6% |
| 3Y | +45.5% | -14.9% | +60.4% | +37.6% |
| 5Y | +157.3% | -88.7% | +246.0% | +141.7% |
| All | +403.7% | +7.9% | +395.8% | +346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling