+142.1%
NTAP vs UPST
-0.8%
+142.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.2% | +1.0% |
| 7D | -7.8% | -4.5% | -3.3% | -7.3% |
| 30D | -25.8% | -15.3% | -10.5% | -24.2% |
| 3M | -11.2% | -32.4% | +21.2% | -7.1% |
| 6M | +49.9% | -29.5% | +79.5% | +55.6% |
| YTD | +66.9% | -53.3% | +120.2% | +80.4% |
| 1Y | +58.8% | -47.4% | +106.2% | +68.9% |
| All | +142.1% | -0.8% | +142.9% | +141.3% |
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