+19.4%
NFLX vs UPST
-26.3%
+45.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.9% | +4.0% | -2.2% |
| 7D | -4.4% | -13.5% | +9.1% | -3.1% |
| 30D | -11.0% | -19.6% | +8.6% | -9.3% |
| 3M | -15.5% | -34.2% | +18.7% | -12.4% |
| 6M | -28.5% | -31.2% | +2.7% | -26.4% |
| YTD | -33.1% | -56.2% | +23.1% | -28.9% |
| 1Y | -45.8% | -51.7% | +5.8% | -43.1% |
| 3Y | +40.2% | -8.2% | +48.4% | +28.0% |
| 5Y | -8.2% | -92.8% | +84.6% | -14.2% |
| All | +19.4% | -26.3% | +45.8% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling