+241.7%
NRG vs UPST
-24.8%
+266.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | +10.0% | -10.6% | +20.6% | +10.9% |
| 30D | -3.2% | -14.0% | +10.7% | -2.3% |
| 3M | -18.5% | -36.8% | +18.3% | -15.7% |
| 6M | -25.3% | -27.5% | +2.2% | -23.8% |
| YTD | -38.1% | -55.3% | +17.1% | -34.8% |
| 1Y | -40.7% | -47.5% | +6.9% | -38.4% |
| 3Y | +121.8% | -10.4% | +132.2% | +118.8% |
| 5Y | +209.2% | -92.6% | +301.8% | +210.8% |
| All | +241.7% | -24.8% | +266.5% | +233.2% |
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