+0.7%
NLY vs UPST
-48.7%
+49.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +2.8% |
| 7D | +3.5% | -3.1% | +6.6% | +3.7% |
| 30D | +3.6% | -4.0% | +7.6% | +3.8% |
| 3M | -13.6% | -22.9% | +9.3% | -11.6% |
| 6M | -9.1% | -27.1% | +18.0% | -6.8% |
| YTD | -6.1% | -46.5% | +40.5% | -2.8% |
| 1Y | +0.7% | -49.4% | +50.2% | +4.2% |
| All | +0.7% | -48.7% | +49.4% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling