+32.5%
NVO vs UPST
-24.8%
+57.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.3% |
| 7D | +3.3% | -10.6% | +13.9% | +3.7% |
| 30D | +9.2% | -14.0% | +23.2% | +9.8% |
| 3M | -9.8% | -36.8% | +27.1% | -8.3% |
| 6M | -10.4% | -27.5% | +17.1% | -9.6% |
| YTD | -14.1% | -55.3% | +41.2% | -12.0% |
| 1Y | -11.1% | -47.5% | +36.5% | -9.4% |
| 3Y | -54.9% | -10.4% | -44.5% | -54.9% |
| 5Y | -17.4% | -92.6% | +75.1% | -15.3% |
| All | +32.5% | -24.8% | +57.3% | +33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling