+214.5%
NRG vs UPST
-92.3%
+306.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +0.5% |
| 7D | +0.9% | -4.5% | +5.4% | +1.1% |
| 30D | -9.6% | -15.3% | +5.7% | -8.3% |
| 3M | -17.9% | -32.4% | +14.5% | -14.9% |
| 6M | -29.1% | -29.5% | +0.4% | -27.1% |
| YTD | -38.1% | -53.3% | +15.2% | -34.3% |
| 1Y | -40.9% | -47.4% | +6.5% | -38.0% |
| 3Y | +124.4% | -2.2% | +126.6% | +119.3% |
| All | +214.5% | -92.3% | +306.7% | +215.9% |
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