+179.8%
NOK vs UPST
+7.9%
+172.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.8% |
| 7D | -1.8% | -3.5% | +1.8% | -1.6% |
| 30D | +4.7% | -7.1% | +11.8% | +5.1% |
| 3M | -39.7% | -13.1% | -26.6% | -39.2% |
| 6M | +23.1% | -1.1% | +24.2% | +22.6% |
| YTD | +55.0% | -35.9% | +90.9% | +57.9% |
| 1Y | +118.0% | -57.4% | +175.5% | +126.6% |
| 3Y | +170.5% | -14.9% | +185.4% | +157.7% |
| 5Y | +84.9% | -88.7% | +173.5% | +73.7% |
| All | +179.8% | +7.9% | +172.0% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling