+2,788.3%
NVDL vs UPST
+48.3%
+2,739.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.0% |
| 7D | +11.7% | -3.5% | +15.2% | +12.6% |
| 30D | +7.8% | -7.1% | +15.0% | +9.6% |
| 3M | +3.3% | -13.1% | +16.4% | +6.6% |
| 6M | +38.9% | -1.1% | +40.0% | +38.5% |
| YTD | +28.5% | -35.9% | +64.3% | +39.3% |
| 1Y | +40.6% | -57.4% | +98.0% | +63.6% |
| 3Y | +648.7% | -14.9% | +663.6% | +616.9% |
| All | +2,788.3% | +48.3% | +2,739.9% | +2,048.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling