+61.9%
NSC vs UPST
+7.9%
+54.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -5.5% | -3.5% | -2.0% | -5.3% |
| 30D | -3.2% | -7.1% | +3.9% | -2.9% |
| 3M | +7.7% | -13.1% | +20.8% | +8.2% |
| 6M | +4.5% | -1.1% | +5.6% | +4.0% |
| YTD | +15.6% | -35.9% | +51.4% | +17.3% |
| 1Y | +19.8% | -57.4% | +77.3% | +23.7% |
| 3Y | +70.1% | -14.9% | +85.0% | +63.9% |
| 5Y | +46.1% | -88.7% | +134.8% | +40.1% |
| All | +61.9% | +7.9% | +54.0% | +46.1% |
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