+242.6%
NTRA vs UPST
+7.9%
+234.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +0.6% | -3.5% | +4.1% | +1.1% |
| 30D | +19.5% | -7.1% | +26.6% | +20.8% |
| 3M | +47.8% | -13.1% | +60.8% | +50.6% |
| 6M | +61.6% | -1.1% | +62.7% | +60.9% |
| YTD | +43.3% | -35.9% | +79.1% | +50.7% |
| 1Y | +97.0% | -57.4% | +154.5% | +118.0% |
| 3Y | +424.9% | -14.9% | +439.8% | +378.3% |
| 5Y | +165.2% | -88.7% | +253.8% | +152.3% |
| All | +242.6% | +7.9% | +234.7% | +180.8% |
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