-30.7%
UPST vs NIO
-92.6%
+61.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.8% | -4.5% | -6.5% |
| 7D | -4.5% | +2.8% | -7.3% | -5.6% |
| 30D | -15.3% | -8.4% | -6.9% | -11.6% |
| 3M | -32.4% | -32.0% | -0.5% | -19.5% |
| 6M | -29.5% | -43.9% | +14.4% | -9.8% |
| YTD | -53.3% | -35.7% | -17.6% | -46.0% |
| 1Y | -47.4% | -51.1% | +3.8% | -31.0% |
| 3Y | -2.2% | -54.7% | +52.5% | +7.7% |
| 5Y | -92.0% | -91.7% | -0.3% | -80.1% |
| All | -30.7% | -92.6% | +61.8% | +89.8% |
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