+692.2%
NVDL vs UPST
-14.8%
+707.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.0% |
| 7D | +7.3% | -1.5% | +8.8% | +7.8% |
| 30D | -0.7% | -13.2% | +12.5% | +2.8% |
| 3M | +9.5% | -13.0% | +22.4% | +13.2% |
| 6M | +41.6% | -2.9% | +44.5% | +41.8% |
| YTD | +23.3% | -38.3% | +61.6% | +35.9% |
| 1Y | +40.3% | -60.5% | +100.7% | +68.3% |
| 3Y | +692.2% | -11.7% | +703.9% | +719.9% |
| All | +692.2% | -14.8% | +707.0% | +719.9% |
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