+21.8%
NFLX vs UPST
-14.4%
+36.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.7% |
| 7D | +2.6% | +4.4% | -1.8% | +2.2% |
| 30D | -9.0% | -7.7% | -1.4% | -8.5% |
| 3M | -13.7% | -28.4% | +14.7% | -11.2% |
| 6M | -26.9% | -23.2% | -3.7% | -25.5% |
| YTD | -31.8% | -49.1% | +17.3% | -28.5% |
| 1Y | -42.1% | -42.4% | +0.3% | -40.1% |
| 3Y | +47.0% | +5.4% | +41.6% | +32.5% |
| 5Y | -2.5% | -92.9% | +90.4% | -10.3% |
| All | +21.8% | -14.4% | +36.3% | +16.6% |
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