+73.3%
NSC vs UPST
-29.4%
+102.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -6.6% | -4.9% | -1.7% | -6.4% |
| 30D | +2.2% | -8.9% | +11.0% | +2.6% |
| 3M | -6.2% | -26.3% | +20.1% | -4.6% |
| 6M | +1.7% | -23.7% | +25.4% | +2.8% |
| YTD | +12.2% | -49.9% | +62.2% | +16.0% |
| 1Y | +15.4% | -42.0% | +57.4% | +17.9% |
| 3Y | +73.3% | -25.3% | +98.6% | +68.3% |
| All | +73.3% | -29.4% | +102.7% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling