+28.3%
OWL vs UPST
-14.4%
+42.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.4% |
| 7D | -2.4% | +4.4% | -6.8% | -2.9% |
| 30D | +9.3% | -7.7% | +16.9% | +10.3% |
| 3M | -11.0% | -28.4% | +17.5% | -7.0% |
| 6M | +2.4% | -23.2% | +25.6% | +5.6% |
| YTD | -26.2% | -49.1% | +23.0% | -20.2% |
| 1Y | -27.4% | -42.4% | +14.9% | -22.9% |
| 3Y | -8.7% | +5.4% | -14.0% | -14.7% |
| 5Y | -19.3% | -92.9% | +73.6% | -21.3% |
| All | +28.3% | -14.4% | +42.7% | +17.3% |
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 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