+291.0%
NRG vs UPST
-3.5%
+294.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -3.0% |
| 7D | -0.2% | -12.0% | +11.8% | +0.9% |
| 30D | -6.8% | -16.0% | +9.2% | -5.5% |
| 3M | -7.1% | -17.2% | +10.0% | -5.9% |
| 6M | -27.6% | -10.9% | -16.7% | -27.3% |
| YTD | -29.2% | -42.6% | +13.4% | -26.7% |
| 1Y | -29.9% | -59.8% | +29.9% | -25.6% |
| 3Y | +198.7% | -17.9% | +216.6% | +193.3% |
| 5Y | +192.9% | -90.7% | +283.6% | +189.4% |
| All | +291.0% | -3.5% | +294.4% | +274.7% |
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