+87.4%
NOC vs UPST
+7.9%
+79.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.5% |
| 7D | -5.2% | -3.5% | -1.6% | -5.1% |
| 30D | -7.2% | -7.1% | -0.1% | -7.1% |
| 3M | -5.1% | -13.1% | +8.0% | -5.0% |
| 6M | -31.1% | -1.1% | -30.0% | -31.1% |
| YTD | -8.6% | -35.9% | +27.3% | -8.2% |
| 1Y | -9.7% | -57.4% | +47.7% | -9.0% |
| 3Y | +24.3% | -14.9% | +39.1% | +22.6% |
| 5Y | +52.6% | -88.7% | +141.3% | +50.4% |
| All | +87.4% | +7.9% | +79.5% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling