-89.3%
UPST vs NIO
-90.7%
+1.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -0.9% |
| 7D | -3.5% | -13.0% | +9.5% | +2.8% |
| 30D | -7.1% | -18.3% | +11.2% | +1.8% |
| 3M | -13.1% | -33.2% | +20.1% | +4.2% |
| 6M | -1.1% | -21.5% | +20.4% | +6.0% |
| YTD | -35.9% | -25.5% | -10.4% | -30.7% |
| 1Y | -57.4% | -38.0% | -19.4% | -51.0% |
| 3Y | -14.9% | -65.5% | +50.6% | +12.3% |
| All | -89.3% | -90.7% | +1.4% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling