+919.8%
NVDA vs UPST
-88.8%
+1,008.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | +5.9% | -3.5% | +9.4% | +6.5% |
| 30D | +5.1% | -7.1% | +12.2% | +6.3% |
| 3M | +5.4% | -13.1% | +18.4% | +7.6% |
| 6M | +26.0% | -1.1% | +27.1% | +24.8% |
| YTD | +23.7% | -35.9% | +59.5% | +30.8% |
| 1Y | +34.4% | -57.4% | +91.8% | +50.6% |
| 3Y | +375.8% | -14.9% | +390.7% | +311.8% |
| All | +919.8% | -88.8% | +1,008.6% | +861.5% |
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 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