+34.7%
NXPI vs UPST
-92.5%
+127.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.1% |
| 7D | +6.8% | -10.6% | +17.4% | +8.4% |
| 30D | +20.0% | -14.0% | +34.0% | +22.5% |
| 3M | +14.8% | -36.8% | +51.7% | +22.2% |
| 6M | -10.5% | -27.5% | +17.1% | -6.9% |
| YTD | +23.7% | -55.3% | +79.0% | +35.8% |
| 1Y | +34.1% | -47.5% | +81.6% | +43.2% |
| 3Y | +51.2% | -10.4% | +61.7% | +37.7% |
| All | +34.7% | -92.5% | +127.2% | +45.1% |
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