+400.8%
NUE vs UPST
-0.4%
+401.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.8% |
| 7D | -2.3% | -8.1% | +5.8% | -1.8% |
| 30D | -6.1% | -14.3% | +8.2% | -5.2% |
| 3M | +1.7% | -16.6% | +18.3% | +2.6% |
| 6M | +53.1% | -7.3% | +60.4% | +52.9% |
| YTD | +59.0% | -40.8% | +99.8% | +63.0% |
| 1Y | +85.3% | -62.4% | +147.8% | +94.8% |
| 3Y | +63.2% | -15.3% | +78.5% | +57.6% |
| 5Y | +146.8% | -91.1% | +237.8% | +137.2% |
| All | +400.8% | -0.4% | +401.2% | +388.2% |
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