+508.6%
NVDA vs UPST
-93.6%
+602.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.0% |
| 7D | -8.8% | -4.9% | -3.9% | -8.1% |
| 30D | -21.4% | -8.9% | -12.5% | -20.4% |
| 3M | -14.7% | -26.3% | +11.6% | -10.5% |
| 6M | -10.0% | -23.7% | +13.7% | -6.5% |
| YTD | +0.3% | -49.9% | +50.3% | +10.4% |
| 1Y | -0.5% | -42.0% | +41.4% | +6.3% |
| 3Y | +309.2% | -25.3% | +334.5% | +259.6% |
| All | +508.6% | -93.6% | +602.1% | +623.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling