-58.2%
NKE vs UPST
-14.8%
-43.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.4% |
| 7D | -0.1% | -1.5% | +1.4% | +0.1% |
| 30D | -7.7% | -13.2% | +5.6% | -6.4% |
| 3M | -10.9% | -13.0% | +2.0% | -9.9% |
| 6M | -31.9% | -2.9% | -29.0% | -32.1% |
| YTD | -38.6% | -38.3% | -0.3% | -36.4% |
| 1Y | -46.9% | -60.5% | +13.5% | -43.1% |
| 3Y | -58.2% | -11.7% | -46.4% | -59.9% |
| All | -58.2% | -14.8% | -43.4% | -59.9% |
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 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