+38.8%
OWL vs UPST
+3.8%
+35.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -4.0% |
| 7D | -3.9% | -1.5% | -2.4% | -3.7% |
| 30D | -3.7% | -13.2% | +9.6% | -1.8% |
| 3M | +21.4% | -13.0% | +34.4% | +23.5% |
| 6M | +18.3% | -2.9% | +21.2% | +18.2% |
| YTD | -20.1% | -38.3% | +18.2% | -15.7% |
| 1Y | -32.8% | -60.5% | +27.7% | -25.6% |
| 3Y | +8.6% | -11.7% | +20.3% | +2.2% |
| 5Y | -4.5% | -90.2% | +85.7% | -9.3% |
| All | +38.8% | +3.8% | +35.0% | +23.8% |
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