+99.7%
NOC vs UPST
-21.5%
+121.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.0% | +1.9% |
| 7D | -0.3% | -4.5% | +4.2% | -0.3% |
| 30D | +14.1% | -15.3% | +29.4% | +14.3% |
| 3M | -4.6% | -32.4% | +27.8% | -4.3% |
| 6M | +0.7% | -29.5% | +30.3% | +1.0% |
| YTD | -2.6% | -53.3% | +50.7% | -2.0% |
| 1Y | -1.0% | -47.4% | +46.4% | -0.5% |
| 3Y | +24.5% | -2.2% | +26.7% | +22.5% |
| 5Y | +64.3% | -92.0% | +156.4% | +62.5% |
| All | +99.7% | -21.5% | +121.2% | +91.8% |
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