+278.0%
NVDL vs UPST
-6.9%
+284.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.9% | -2.1% | -7.2% |
| 7D | -17.5% | -13.5% | -4.0% | -14.1% |
| 30D | -49.2% | -19.6% | -29.6% | -46.3% |
| 3M | -49.0% | -34.2% | -14.8% | -43.3% |
| 6M | -50.9% | -31.2% | -19.7% | -46.0% |
| YTD | -36.7% | -56.2% | +19.5% | -23.8% |
| 1Y | -43.0% | -51.7% | +8.7% | -33.2% |
| All | +278.0% | -6.9% | +284.9% | +338.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling