-14.8%
UPST vs NTNX
+106.2%
-121.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -1.8% |
| 7D | -12.0% | -3.9% | -8.1% | -9.9% |
| 30D | -16.0% | +1.7% | -17.7% | -16.9% |
| 3M | -17.2% | +31.7% | -48.9% | -29.4% |
| 6M | -10.9% | +69.4% | -80.2% | -35.4% |
| YTD | -42.6% | +26.6% | -69.2% | -51.2% |
| 1Y | -59.8% | -15.2% | -44.6% | -57.6% |
| 3Y | -17.9% | +80.9% | -98.8% | -51.7% |
| 5Y | -90.7% | +53.3% | -144.0% | -94.4% |
| All | -14.8% | +106.2% | -121.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 all: compounded portfolio wealth divided by compounded NTNX 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…
all analysis · Full analysis span regression · 6 months rolling