+56.7%
NOC vs UPST
-93.6%
+150.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -5.8% | -4.9% | -0.9% | -5.8% |
| 30D | +10.9% | -8.9% | +19.8% | +11.0% |
| 3M | -7.1% | -26.3% | +19.2% | -6.8% |
| 6M | -5.3% | -23.7% | +18.4% | -5.1% |
| YTD | -6.8% | -49.9% | +43.1% | -6.1% |
| 1Y | -6.7% | -42.0% | +35.3% | -6.2% |
| 3Y | +17.2% | -25.3% | +42.5% | +15.1% |
| All | +56.7% | -93.6% | +150.3% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling