-60.2%
NKE vs UPST
-0.8%
-59.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.3% | +5.2% | -2.1% |
| 7D | +0.5% | -4.5% | +5.0% | +1.0% |
| 30D | +11.4% | -15.3% | +26.7% | +13.2% |
| 3M | -7.2% | -32.4% | +25.2% | -3.5% |
| 6M | -10.7% | -29.5% | +18.9% | -7.9% |
| YTD | -37.7% | -53.3% | +15.6% | -33.7% |
| 1Y | -34.3% | -47.4% | +13.1% | -31.0% |
| All | -60.2% | -0.8% | -59.4% | -61.1% |
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