+183.7%
NOK vs UPST
-14.8%
+198.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +6.5% |
| 7D | +7.3% | -1.5% | +8.7% | +7.3% |
| 30D | +13.8% | -13.2% | +27.0% | +14.9% |
| 3M | -27.0% | -13.0% | -14.0% | -26.4% |
| 6M | +37.6% | -2.9% | +40.5% | +37.2% |
| YTD | +64.6% | -38.3% | +102.9% | +68.5% |
| 1Y | +132.0% | -60.5% | +192.5% | +143.6% |
| 3Y | +183.7% | -11.7% | +195.4% | +159.6% |
| All | +183.7% | -14.8% | +198.5% | +159.6% |
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 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