+1,181.9%
NVDA vs UPST
-21.5%
+1,203.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.3% | +2.8% | -4.4% |
| 7D | -18.3% | -4.5% | -13.8% | -17.8% |
| 30D | -26.3% | -15.3% | -11.0% | -24.8% |
| 3M | -22.3% | -32.4% | +10.2% | -18.5% |
| 6M | -21.3% | -29.5% | +8.2% | -18.2% |
| YTD | -9.2% | -53.3% | +44.1% | -1.4% |
| 1Y | -14.9% | -47.4% | +32.4% | -9.3% |
| 3Y | +250.5% | -2.2% | +252.7% | +215.7% |
| 5Y | +475.8% | -92.0% | +567.9% | +453.5% |
| All | +1,181.9% | -21.5% | +1,203.4% | +1,061.4% |
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 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