+1,611.5%
NVDA vs UPST
+3.8%
+1,607.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.5% |
| 7D | +3.8% | -1.5% | +5.3% | +4.0% |
| 30D | +0.8% | -13.2% | +14.0% | +2.6% |
| 3M | +8.2% | -13.0% | +21.2% | +9.9% |
| 6M | +27.1% | -2.9% | +30.0% | +26.6% |
| YTD | +21.2% | -38.3% | +59.5% | +27.2% |
| 1Y | +34.3% | -60.5% | +94.7% | +48.0% |
| 3Y | +396.3% | -11.7% | +408.0% | +350.1% |
| 5Y | +913.8% | -90.2% | +1,004.0% | +842.2% |
| All | +1,611.5% | +3.8% | +1,607.7% | +1,398.6% |
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