+17.9%
NOK vs UPST
-51.0%
+68.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.0% | -1.0% |
| 7D | +11.0% | -13.5% | +24.5% | +13.0% |
| 30D | -16.0% | -19.6% | +3.6% | -13.7% |
| 3M | -19.8% | -34.2% | +14.4% | -15.8% |
| 6M | -37.1% | -31.2% | -5.9% | -33.9% |
| YTD | +28.0% | -56.2% | +84.2% | +36.9% |
| 1Y | +17.9% | -51.7% | +69.6% | +22.6% |
| All | +17.9% | -51.0% | +68.9% | +22.6% |
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