+1,136.1%
NVDA vs UPST
-24.8%
+1,160.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.2% | -2.3% |
| 7D | -12.7% | -10.6% | -2.1% | -11.4% |
| 30D | -26.4% | -14.0% | -12.4% | -25.1% |
| 3M | -27.6% | -36.8% | +9.2% | -23.4% |
| 6M | -27.7% | -27.5% | -0.2% | -25.0% |
| YTD | -12.5% | -55.3% | +42.8% | -4.4% |
| 1Y | -12.6% | -47.5% | +34.9% | -6.8% |
| 3Y | +235.9% | -10.4% | +246.4% | +206.2% |
| 5Y | +438.2% | -92.6% | +530.8% | +420.7% |
| All | +1,136.1% | -24.8% | +1,160.9% | +1,026.2% |
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