-14.5%
OWL vs UPST
-4.9%
-9.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | +1.5% | -10.6% | +12.2% | +3.7% |
| 30D | +13.4% | -14.0% | +27.4% | +16.5% |
| 3M | -21.2% | -36.8% | +15.6% | -14.2% |
| 6M | +4.0% | -27.5% | +31.5% | +9.9% |
| YTD | -29.0% | -55.3% | +26.3% | -19.1% |
| 1Y | -28.4% | -47.5% | +19.1% | -20.6% |
| 3Y | -14.5% | -10.4% | -4.1% | -11.1% |
| All | -14.5% | -4.9% | -9.6% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling