-2.7%
NFLX vs UPST
-93.6%
+90.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | +2.1% | -4.9% | +7.1% | +2.7% |
| 30D | -9.0% | -8.9% | -0.2% | -8.1% |
| 3M | -14.0% | -26.3% | +12.4% | -10.8% |
| 6M | -28.2% | -23.7% | -4.4% | -26.2% |
| YTD | -32.4% | -49.9% | +17.6% | -27.5% |
| 1Y | -42.2% | -42.0% | -0.2% | -39.5% |
| 3Y | +45.9% | -25.3% | +71.1% | +27.9% |
| All | -2.7% | -93.6% | +90.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling