+131.0%
NOK vs UPST
-26.3%
+157.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.0% | -1.5% |
| 7D | +11.0% | -13.5% | +24.5% | +11.9% |
| 30D | -16.0% | -19.6% | +3.6% | -14.9% |
| 3M | -19.8% | -34.2% | +14.4% | -17.9% |
| 6M | -37.1% | -31.2% | -5.9% | -35.9% |
| YTD | +28.0% | -56.2% | +84.2% | +33.2% |
| 1Y | +17.9% | -51.7% | +69.6% | +22.0% |
| 3Y | +152.7% | -8.2% | +161.0% | +140.9% |
| 5Y | +62.3% | -92.8% | +155.0% | +55.6% |
| All | +131.0% | -26.3% | +157.4% | +119.8% |
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