+20.5%
NFLX vs UPST
-21.5%
+42.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | -0.3% |
| 7D | -0.3% | -4.5% | +4.2% | +0.1% |
| 30D | -10.0% | -15.3% | +5.3% | -8.8% |
| 3M | -17.1% | -32.4% | +15.4% | -14.2% |
| 6M | -27.7% | -29.5% | +1.8% | -25.8% |
| YTD | -32.5% | -53.3% | +20.8% | -28.7% |
| 1Y | -43.5% | -47.4% | +3.8% | -41.1% |
| 3Y | +41.4% | -2.2% | +43.6% | +28.4% |
| 5Y | -2.2% | -92.0% | +89.8% | -9.2% |
| All | +20.5% | -21.5% | +42.0% | +16.3% |
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