-25.7%
UPST vs NIO
-92.3%
+66.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.1% | -3.9% |
| 7D | -4.9% | +5.6% | -10.5% | -7.2% |
| 30D | -8.9% | -4.2% | -4.6% | -7.0% |
| 3M | -26.3% | -26.3% | 0.0% | -15.4% |
| 6M | -23.7% | -42.5% | +18.8% | -3.6% |
| YTD | -49.9% | -33.5% | -16.4% | -43.0% |
| 1Y | -42.0% | -52.7% | +10.7% | -22.8% |
| 3Y | -25.3% | -57.5% | +32.2% | -14.4% |
| 5Y | -93.4% | -92.0% | -1.4% | -83.2% |
| All | -25.7% | -92.3% | +66.6% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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