-6.4%
NOW vs UPST
-15.8%
+9.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -3.0% | -4.9% | +1.9% | -2.5% |
| 30D | -26.0% | -8.9% | -17.2% | -25.4% |
| 3M | -13.1% | -26.3% | +13.2% | -10.2% |
| 6M | +14.5% | -23.7% | +38.2% | +17.6% |
| YTD | -33.4% | -49.9% | +16.5% | -28.6% |
| 1Y | -40.6% | -42.0% | +1.3% | -37.5% |
| 3Y | -16.3% | -25.3% | +9.0% | -21.6% |
| 5Y | -26.3% | -93.4% | +67.1% | -29.2% |
| All | -6.4% | -15.8% | +9.4% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling