+542.7%
NTRA vs UPST
-0.8%
+543.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.3% | +5.6% | -1.1% |
| 7D | -19.7% | -4.5% | -15.2% | -19.1% |
| 30D | -22.1% | -15.3% | -6.8% | -19.8% |
| 3M | -2.0% | -32.4% | +30.4% | +4.7% |
| 6M | +60.6% | -29.5% | +90.1% | +70.0% |
| YTD | +36.2% | -53.3% | +89.5% | +51.8% |
| 1Y | +51.0% | -47.4% | +98.3% | +64.8% |
| All | +542.7% | -0.8% | +543.5% | +477.3% |
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