-69.4%
NKE vs UPST
+7.9%
-77.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.8% |
| 7D | -2.0% | -3.5% | +1.5% | -1.7% |
| 30D | -8.6% | -7.1% | -1.5% | -8.1% |
| 3M | -11.0% | -13.1% | +2.0% | -10.2% |
| 6M | -33.2% | -1.1% | -32.1% | -33.5% |
| YTD | -38.1% | -35.9% | -2.3% | -36.6% |
| 1Y | -47.4% | -57.4% | +10.1% | -44.7% |
| 3Y | -59.8% | -14.9% | -44.9% | -61.7% |
| 5Y | -74.2% | -88.7% | +14.4% | -75.7% |
| All | -69.4% | +7.9% | -77.3% | -70.0% |
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