-9.4%
NOC vs UPST
-59.7%
+50.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.7% |
| 7D | -2.7% | -1.5% | -1.2% | -2.7% |
| 30D | -8.9% | -13.2% | +4.4% | -8.7% |
| 3M | -3.7% | -13.0% | +9.3% | -3.6% |
| 6M | -30.8% | -2.9% | -27.9% | -30.9% |
| YTD | -7.9% | -38.3% | +30.4% | -6.5% |
| 1Y | -9.4% | -60.5% | +51.0% | -10.1% |
| All | -9.4% | -59.7% | +50.3% | -10.1% |
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