+389.9%
NUE vs UPST
-24.8%
+414.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.6% |
| 7D | +2.8% | -10.6% | +13.4% | +3.4% |
| 30D | -2.1% | -14.0% | +11.9% | -1.3% |
| 3M | -7.3% | -36.8% | +29.5% | -4.8% |
| 6M | +8.9% | -27.5% | +36.4% | +10.5% |
| YTD | +55.6% | -55.3% | +110.9% | +62.0% |
| 1Y | +74.7% | -47.5% | +122.2% | +79.8% |
| 3Y | +71.7% | -10.4% | +82.1% | +66.1% |
| 5Y | +141.2% | -92.6% | +233.8% | +135.3% |
| All | +389.9% | -24.8% | +414.7% | +385.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling