+45.4%
OWL vs UPST
+7.9%
+37.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | -2.2% | -3.5% | +1.3% | -1.8% |
| 30D | +3.7% | -7.1% | +10.8% | +4.7% |
| 3M | +17.5% | -13.1% | +30.6% | +19.5% |
| 6M | +18.5% | -1.1% | +19.6% | +18.1% |
| YTD | -16.3% | -35.9% | +19.5% | -12.2% |
| 1Y | -29.7% | -57.4% | +27.7% | -23.0% |
| 3Y | +14.2% | -14.9% | +29.0% | +7.7% |
| 5Y | +2.5% | -88.7% | +91.1% | -3.4% |
| All | +45.4% | +7.9% | +37.5% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling