-25.7%
NOW vs UPST
-93.3%
+67.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.5% |
| 7D | -3.1% | +4.4% | -7.5% | -3.8% |
| 30D | -27.0% | -7.7% | -19.4% | -26.4% |
| 3M | -17.7% | -28.4% | +10.7% | -13.6% |
| 6M | +12.7% | -23.2% | +35.9% | +16.6% |
| YTD | -32.9% | -49.1% | +16.2% | -26.6% |
| 1Y | -40.4% | -42.4% | +2.0% | -36.1% |
| 3Y | -17.1% | +5.4% | -22.4% | -29.6% |
| 5Y | -25.7% | -92.9% | +67.2% | -6.2% |
| All | -25.7% | -93.3% | +67.7% | -6.2% |
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 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