-58.9%
UPST vs NTR
+39.1%
-98.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +1.9% |
| 7D | -8.8% | -1.3% | -7.5% | -8.9% |
| 30D | -12.1% | +16.8% | -28.8% | -10.3% |
| 3M | -19.5% | +20.7% | -40.2% | -17.8% |
| 6M | -6.8% | +0.5% | -7.4% | -4.3% |
| YTD | -41.5% | +29.2% | -70.7% | -45.6% |
| 1Y | -58.9% | +39.6% | -98.4% | -62.7% |
| All | -58.9% | +39.1% | -98.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling