-2.7%
NOC vs UPST
-44.0%
+41.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.0% | +2.7% |
| 7D | -2.9% | +4.4% | -7.3% | -2.9% |
| 30D | +12.1% | -7.7% | +19.8% | +12.2% |
| 3M | -5.3% | -28.4% | +23.2% | -5.1% |
| 6M | -1.0% | -23.2% | +22.1% | -1.0% |
| YTD | -4.3% | -49.1% | +44.8% | -2.8% |
| All | -2.7% | -44.0% | +41.3% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling