+146.2%
NUE vs UPST
-90.2%
+236.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.5% |
| 7D | +1.8% | -1.5% | +3.3% | +1.9% |
| 30D | -6.0% | -13.2% | +7.3% | -4.9% |
| 3M | +1.4% | -13.0% | +14.4% | +2.3% |
| 6M | +52.8% | -2.9% | +55.7% | +52.0% |
| YTD | +58.1% | -38.3% | +96.4% | +62.7% |
| 1Y | +80.4% | -60.5% | +140.9% | +91.8% |
| 3Y | +62.3% | -11.7% | +74.0% | +53.2% |
| 5Y | +146.2% | -90.2% | +236.4% | +135.7% |
| All | +146.2% | -90.2% | +236.4% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling