+1,256.2%
NVDA vs UPST
-14.4%
+1,270.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.5% |
| 7D | -11.6% | +4.4% | -16.0% | -12.1% |
| 30D | -22.1% | -7.7% | -14.4% | -21.4% |
| 3M | -20.1% | -28.4% | +8.3% | -16.8% |
| 6M | -16.8% | -23.2% | +6.4% | -14.4% |
| YTD | -4.0% | -49.1% | +45.1% | +3.1% |
| 1Y | -4.8% | -42.4% | +37.5% | +0.2% |
| 3Y | +281.7% | +5.4% | +276.3% | +240.4% |
| 5Y | +485.4% | -92.9% | +578.3% | +458.7% |
| All | +1,256.2% | -14.4% | +1,270.6% | +1,114.5% |
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