+43.2%
NLY vs UPST
-0.4%
+43.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.2% |
| 7D | -0.4% | -8.1% | +7.7% | +0.1% |
| 30D | -1.3% | -14.3% | +13.0% | -0.3% |
| 3M | +7.6% | -16.6% | +24.3% | +8.8% |
| 6M | +8.9% | -7.3% | +16.2% | +8.9% |
| YTD | +8.1% | -40.8% | +48.9% | +10.9% |
| 1Y | +15.8% | -62.4% | +78.2% | +21.9% |
| 3Y | +70.2% | -15.3% | +85.5% | +62.3% |
| 5Y | +30.0% | -91.1% | +121.0% | +22.7% |
| All | +43.2% | -0.4% | +43.7% | +36.0% |
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