+152.6%
NOK vs UPST
+2.1%
+150.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.1% | +6.7% |
| 7D | -1.4% | +4.4% | -5.9% | -1.8% |
| 30D | -21.0% | -7.7% | -13.4% | -20.6% |
| 3M | -12.6% | -28.4% | +15.8% | -10.7% |
| 6M | -36.2% | -23.2% | -13.0% | -35.1% |
| YTD | +26.4% | -49.1% | +75.5% | +31.0% |
| 1Y | +19.6% | -42.4% | +61.9% | +22.8% |
| 3Y | +152.6% | +5.4% | +147.2% | +131.9% |
| All | +152.6% | +2.1% | +150.5% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling