-8.4%
UPST vs NTR
+94.1%
-102.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -4.5% |
| 7D | -1.5% | +3.8% | -5.3% | -3.2% |
| 30D | -13.2% | +25.2% | -38.5% | -22.0% |
| 3M | -13.0% | +21.0% | -34.0% | -21.3% |
| 6M | -2.9% | +7.6% | -10.5% | -9.0% |
| YTD | -38.3% | +32.9% | -71.2% | -49.1% |
| 1Y | -60.5% | +43.1% | -103.5% | -68.9% |
| 3Y | -11.7% | +41.6% | -53.3% | -31.2% |
| 5Y | -90.2% | +54.8% | -144.9% | -93.8% |
| All | -8.4% | +94.1% | -102.5% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling