-14.2%
UPST vs NTR
+40.7%
-54.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.1% |
| 7D | -8.1% | +0.5% | -8.6% | -8.3% |
| 30D | -14.3% | +21.7% | -36.0% | -20.6% |
| 3M | -16.6% | +22.8% | -39.4% | -23.8% |
| 6M | -7.3% | +8.2% | -15.5% | -12.3% |
| YTD | -40.8% | +32.9% | -73.7% | -51.5% |
| 1Y | -62.4% | +45.3% | -107.8% | -71.3% |
| All | -14.2% | +40.7% | -54.9% | -33.0% |
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