+136.4%
NUE vs UPST
-93.3%
+229.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -10.2% | +4.4% | -14.6% | -10.6% |
| 30D | -0.4% | -7.7% | +7.2% | +0.1% |
| 3M | -8.4% | -28.4% | +20.1% | -6.0% |
| 6M | +10.1% | -23.2% | +33.3% | +11.8% |
| YTD | +54.1% | -49.1% | +103.2% | +60.8% |
| 1Y | +74.7% | -42.4% | +117.1% | +80.2% |
| 3Y | +72.0% | +5.4% | +66.6% | +60.9% |
| 5Y | +136.4% | -92.9% | +229.3% | +136.4% |
| All | +136.4% | -93.3% | +229.7% | +136.4% |
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