-28.2%
OWL vs UPST
-93.6%
+65.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -4.9% | -4.9% | 0.0% | -4.2% |
| 30D | +7.8% | -8.9% | +16.7% | +9.4% |
| 3M | -12.7% | -26.3% | +13.7% | -8.1% |
| 6M | -2.8% | -23.7% | +20.9% | +1.2% |
| YTD | -30.1% | -49.9% | +19.9% | -22.4% |
| 1Y | -29.1% | -42.0% | +12.9% | -23.3% |
| 3Y | -12.3% | -25.3% | +13.0% | -18.1% |
| All | -28.2% | -93.6% | +65.4% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling