+200.2%
NOK vs UPST
-0.4%
+200.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.1% | +1.3% |
| 7D | +9.3% | -8.1% | +17.4% | +9.9% |
| 30D | +17.9% | -14.3% | +32.2% | +18.9% |
| 3M | -22.3% | -16.6% | -5.7% | -21.5% |
| 6M | +36.4% | -7.3% | +43.6% | +36.4% |
| YTD | +66.3% | -40.8% | +107.1% | +70.2% |
| 1Y | +134.4% | -62.4% | +196.9% | +145.4% |
| 3Y | +186.6% | -15.3% | +201.9% | +173.2% |
| 5Y | +102.7% | -91.1% | +193.7% | +91.1% |
| All | +200.2% | -0.4% | +200.6% | +180.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling