+237.1%
NTRA vs UPST
-26.3%
+263.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.8% | +2.0% |
| 7D | -11.2% | -13.5% | +2.3% | -9.3% |
| 30D | -18.4% | -19.6% | +1.3% | -15.7% |
| 3M | +2.2% | -34.2% | +36.4% | +8.5% |
| 6M | +58.1% | -31.2% | +89.4% | +66.6% |
| YTD | +41.0% | -56.2% | +97.2% | +56.8% |
| 1Y | +54.1% | -51.7% | +105.8% | +68.6% |
| 3Y | +590.9% | -8.2% | +599.2% | +529.5% |
| 5Y | +180.7% | -92.8% | +273.5% | +183.2% |
| All | +237.1% | -26.3% | +263.4% | +192.1% |
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