-29.7%
OWL vs UPST
-51.0%
+21.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.9% | +2.5% | -1.9% |
| 7D | +0.8% | -13.5% | +14.3% | +5.9% |
| 30D | +7.3% | -19.6% | +27.0% | +15.3% |
| 3M | -16.8% | -34.2% | +17.4% | -4.3% |
| 6M | +4.0% | -31.2% | +35.2% | +16.3% |
| YTD | -29.0% | -56.2% | +27.2% | -10.0% |
| 1Y | -29.7% | -51.7% | +22.0% | -14.4% |
| All | -29.7% | -51.0% | +21.3% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling