+21.3%
NOK vs UPST
-48.7%
+70.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.0% | -3.6% |
| 7D | -10.4% | -3.1% | -7.3% | -10.0% |
| 30D | -19.0% | -4.0% | -15.0% | -18.7% |
| 3M | -16.7% | -22.9% | +6.2% | -14.5% |
| 6M | -37.1% | -27.1% | -10.0% | -35.2% |
| YTD | +27.7% | -46.5% | +74.2% | +32.5% |
| 1Y | +21.3% | -49.4% | +70.7% | +26.4% |
| All | +21.3% | -48.7% | +70.0% | +26.4% |
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