+98.7%
NI vs UPST
+2.1%
+96.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +2.0% |
| 7D | +0.4% | +4.4% | -4.0% | +0.3% |
| 30D | +11.3% | -7.7% | +19.0% | +11.6% |
| 3M | +6.5% | -28.4% | +34.9% | +7.8% |
| 6M | -2.3% | -23.2% | +20.9% | -1.6% |
| YTD | +10.8% | -49.1% | +59.9% | +13.2% |
| 1Y | +6.2% | -42.4% | +48.6% | +7.7% |
| 3Y | +98.7% | +5.4% | +93.3% | +79.7% |
| All | +98.7% | +2.1% | +96.6% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling