+119.4%
NI vs UPST
+7.9%
+111.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +2.0% | -3.5% | +5.6% | +2.1% |
| 30D | -3.5% | -7.1% | +3.6% | -3.4% |
| 3M | -9.1% | -13.1% | +4.0% | -8.9% |
| 6M | -11.8% | -1.1% | -10.7% | -12.0% |
| YTD | +1.1% | -35.9% | +36.9% | +1.7% |
| 1Y | +6.7% | -57.4% | +64.1% | +8.1% |
| 3Y | +71.1% | -14.9% | +86.0% | +68.6% |
| 5Y | +94.3% | -88.7% | +183.0% | +87.3% |
| All | +119.4% | +7.9% | +111.5% | +123.0% |
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