-10.4%
UPST vs NTR
+47.6%
-58.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -10.6% | -0.3% | -10.3% | -10.5% |
| 30D | -14.0% | +2.0% | -15.9% | -14.5% |
| 3M | -36.8% | +6.4% | -43.2% | -38.4% |
| 6M | -27.5% | +1.6% | -29.1% | -28.5% |
| YTD | -55.3% | +18.2% | -73.5% | -61.4% |
| 1Y | -47.5% | +23.9% | -71.5% | -56.2% |
| 3Y | -10.4% | +44.7% | -55.1% | -34.5% |
| All | -10.4% | +47.6% | -58.0% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling