+49.1%
NFLX vs UPST
+7.9%
+41.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -5.2% |
| 7D | -4.2% | -3.5% | -0.7% | -3.9% |
| 30D | +5.5% | -7.1% | +12.6% | +6.1% |
| 3M | -4.1% | -13.1% | +9.0% | -3.1% |
| 6M | -20.7% | -1.1% | -19.6% | -21.2% |
| YTD | -16.5% | -35.9% | +19.3% | -14.2% |
| 1Y | -37.8% | -57.4% | +19.6% | -33.9% |
| 3Y | +77.9% | -14.9% | +92.8% | +63.4% |
| 5Y | +32.5% | -88.7% | +121.2% | +19.9% |
| All | +49.1% | +7.9% | +41.2% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling