+316.8%
NRG vs UPST
+7.9%
+308.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.1% | +6.6% |
| 7D | +7.1% | -3.5% | +10.7% | +7.4% |
| 30D | -1.4% | -7.1% | +5.7% | -0.9% |
| 3M | -10.5% | -13.1% | +2.6% | -9.6% |
| 6M | -26.7% | -1.1% | -25.6% | -27.1% |
| YTD | -24.5% | -35.9% | +11.3% | -22.6% |
| 1Y | -18.6% | -57.4% | +38.9% | -14.1% |
| 3Y | +227.1% | -14.9% | +242.0% | +219.5% |
| 5Y | +198.8% | -88.7% | +287.4% | +191.8% |
| All | +316.8% | +7.9% | +308.9% | +295.8% |
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