-10.1%
NVDA vs UPST
-47.4%
+37.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.7% |
| 7D | -13.2% | -12.1% | -1.1% | -11.1% |
| 30D | -23.2% | -13.4% | -9.8% | -21.3% |
| 3M | -20.0% | -31.2% | +11.2% | -14.6% |
| 6M | -20.6% | -28.3% | +7.7% | -16.1% |
| YTD | -6.6% | -53.0% | +46.4% | +1.7% |
| All | -10.1% | -47.4% | +37.2% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling