+100.3%
NOC vs UPST
-24.8%
+125.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | +4.8% | -10.6% | +15.5% | +5.0% |
| 30D | +11.0% | -14.0% | +25.0% | +11.2% |
| 3M | -3.8% | -36.8% | +33.0% | -3.4% |
| 6M | +0.6% | -27.5% | +28.2% | +0.9% |
| YTD | -2.3% | -55.3% | +53.0% | -1.6% |
| 1Y | +0.3% | -47.5% | +47.8% | +0.8% |
| 3Y | +24.6% | -10.4% | +35.0% | +22.8% |
| 5Y | +66.0% | -92.6% | +158.6% | +64.2% |
| All | +100.3% | -24.8% | +125.1% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling