-50.9%
NVDL vs UPST
-32.6%
-18.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -6.9% | -2.1% | -5.4% |
| 7D | -17.5% | -13.5% | -4.0% | -10.9% |
| 30D | -49.2% | -19.6% | -29.6% | -43.1% |
| 3M | -49.0% | -34.2% | -14.8% | -36.4% |
| 6M | -50.9% | -31.2% | -19.7% | -42.8% |
| All | -50.9% | -32.6% | -18.4% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling