-33.6%
UPST vs NIO
-93.4%
+59.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.1% | +4.4% |
| 7D | -10.6% | -14.5% | +3.8% | -3.9% |
| 30D | -14.0% | -15.0% | +1.0% | -7.1% |
| 3M | -36.8% | -35.6% | -1.3% | -22.8% |
| 6M | -27.5% | -55.7% | +28.1% | +3.7% |
| YTD | -55.3% | -43.1% | -12.1% | -45.3% |
| 1Y | -47.5% | -53.5% | +6.0% | -29.8% |
| 3Y | -10.4% | -59.8% | +49.4% | +4.1% |
| 5Y | -92.6% | -93.2% | +0.6% | -79.7% |
| All | -33.6% | -93.4% | +59.8% | +92.3% |
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