+26.9%
NLY vs UPST
-91.3%
+118.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.4% |
| 7D | -3.6% | -12.0% | +8.4% | -2.5% |
| 30D | -4.9% | -16.0% | +11.1% | -3.5% |
| 3M | +6.2% | -17.2% | +23.4% | +7.7% |
| 6M | +4.5% | -10.9% | +15.4% | +4.9% |
| YTD | +5.1% | -42.6% | +47.7% | +9.1% |
| 1Y | +13.5% | -59.8% | +73.3% | +20.9% |
| 3Y | +65.6% | -17.9% | +83.5% | +54.5% |
| 5Y | +26.9% | -90.7% | +117.6% | +20.6% |
| All | +26.9% | -91.3% | +118.2% | +20.6% |
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