+322.4%
NET vs UPST
-24.6%
+347.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.0% | -4.3% |
| 7D | -16.4% | -3.1% | -13.2% | -15.9% |
| 30D | -25.8% | -4.0% | -21.9% | -25.4% |
| 3M | -11.5% | -22.9% | +11.4% | -7.4% |
| 6M | +18.9% | -27.1% | +46.0% | +25.0% |
| YTD | +35.2% | -46.5% | +81.8% | +48.1% |
| 1Y | +14.5% | -49.4% | +63.9% | +26.0% |
| All | +322.4% | -24.6% | +347.0% | +297.5% |
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