+57.3%
NOK vs UPST
-93.3%
+150.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.1% | +6.6% |
| 7D | -1.4% | +4.4% | -5.9% | -1.8% |
| 30D | -21.0% | -7.7% | -13.4% | -20.5% |
| 3M | -12.6% | -28.4% | +15.8% | -10.4% |
| 6M | -36.2% | -23.2% | -13.0% | -35.0% |
| YTD | +26.4% | -49.1% | +75.5% | +32.0% |
| 1Y | +19.6% | -42.4% | +61.9% | +23.4% |
| 3Y | +152.6% | +5.4% | +147.2% | +130.0% |
| 5Y | +57.3% | -92.9% | +150.2% | +61.1% |
| All | +57.3% | -93.3% | +150.6% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling