-38.3%
NFLX vs UPST
-59.7%
+21.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -1.6% |
| 7D | -5.0% | -1.5% | -3.5% | -4.9% |
| 30D | +3.5% | -13.2% | +16.8% | +4.5% |
| 3M | -7.1% | -13.0% | +5.9% | -6.4% |
| 6M | -22.5% | -2.9% | -19.6% | -22.8% |
| YTD | -18.1% | -38.3% | +20.2% | -16.4% |
| 1Y | -38.3% | -60.5% | +22.1% | -34.8% |
| All | -38.3% | -59.7% | +21.4% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling