+87.6%
NOC vs UPST
-0.4%
+88.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | -0.5% |
| 7D | -1.6% | -8.1% | +6.5% | -1.5% |
| 30D | -10.4% | -14.3% | +3.9% | -10.2% |
| 3M | -5.6% | -16.6% | +11.0% | -5.5% |
| 6M | -30.4% | -7.3% | -23.1% | -30.4% |
| YTD | -8.5% | -40.8% | +32.3% | -8.1% |
| 1Y | -8.3% | -62.4% | +54.1% | -7.5% |
| 3Y | +28.2% | -15.3% | +43.5% | +26.5% |
| 5Y | +56.7% | -91.1% | +147.8% | +54.7% |
| All | +87.6% | -0.4% | +88.1% | +79.8% |
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