+29.6%
NOW vs UPST
+7.9%
+21.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.8% |
| 7D | -2.4% | -3.5% | +1.2% | -2.0% |
| 30D | +20.5% | -7.1% | +27.6% | +21.5% |
| 3M | +18.3% | -13.1% | +31.4% | +20.0% |
| 6M | +24.1% | -1.1% | +25.2% | +23.8% |
| YTD | -7.8% | -35.9% | +28.1% | -3.7% |
| 1Y | -21.4% | -57.4% | +36.0% | -14.5% |
| 3Y | +19.5% | -14.9% | +34.4% | +10.2% |
| 5Y | +4.1% | -88.7% | +92.7% | -3.2% |
| All | +29.6% | +7.9% | +21.7% | +14.3% |
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