-16.0%
NOW vs UPST
-28.6%
+12.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -5.3% |
| 7D | -6.7% | -10.9% | +4.2% | -5.4% |
| 30D | -25.8% | -7.2% | -18.6% | -25.3% |
| 3M | -12.7% | -26.7% | +14.0% | -9.6% |
| 6M | +11.2% | -29.0% | +40.2% | +15.4% |
| YTD | -33.2% | -49.4% | +16.2% | -28.7% |
| 1Y | -41.8% | -47.0% | +5.2% | -38.2% |
| All | -16.0% | -28.6% | +12.6% | -12.8% |
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