+50.0%
NET vs UPST
-1.7%
+51.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.5% |
| 7D | -7.0% | -3.5% | -3.4% | -6.0% |
| 30D | -4.8% | -7.1% | +2.3% | -2.9% |
| 3M | +3.8% | -13.1% | +16.9% | +6.9% |
| 6M | +50.0% | -1.1% | +51.1% | +48.7% |
| All | +50.0% | -1.7% | +51.7% | +48.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling