-0.9%
NVO vs UPST
-91.3%
+90.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -1.1% |
| 7D | -7.4% | -12.0% | +4.6% | -6.8% |
| 30D | -5.5% | -16.0% | +10.5% | -4.8% |
| 3M | +4.1% | -17.2% | +21.3% | +4.9% |
| 6M | +19.3% | -10.9% | +30.2% | +19.6% |
| YTD | -9.2% | -42.6% | +33.4% | -7.5% |
| 1Y | -15.0% | -59.8% | +44.8% | -12.6% |
| 3Y | -50.9% | -17.9% | -33.0% | -50.9% |
| 5Y | -0.9% | -90.7% | +89.9% | +1.1% |
| All | -0.9% | -91.3% | +90.5% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling