+0.3%
NOC vs UPST
-49.8%
+50.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.3% |
| 7D | +4.8% | -10.6% | +15.5% | +4.7% |
| 30D | +11.0% | -14.0% | +25.0% | +10.9% |
| 3M | -3.8% | -36.8% | +33.0% | -3.8% |
| 6M | +0.6% | -27.5% | +28.2% | +0.4% |
| YTD | -2.3% | -55.3% | +53.0% | -0.9% |
| 1Y | +0.3% | -47.5% | +47.8% | +0.3% |
| All | +0.3% | -49.8% | +50.1% | +0.3% |
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