-74.9%
NKE vs UPST
-90.4%
+15.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -1.5% |
| 7D | -2.3% | -8.1% | +5.8% | -1.5% |
| 30D | -10.4% | -14.3% | +3.9% | -9.0% |
| 3M | -15.5% | -16.6% | +1.2% | -14.1% |
| 6M | -32.6% | -7.3% | -25.4% | -32.6% |
| YTD | -39.8% | -40.8% | +1.0% | -37.3% |
| 1Y | -47.6% | -62.4% | +14.9% | -43.2% |
| 3Y | -59.0% | -15.3% | -43.7% | -62.0% |
| 5Y | -74.9% | -91.1% | +16.1% | -75.4% |
| All | -74.9% | -90.4% | +15.5% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling