-16.8%
UPST vs NTRS
+165.3%
-182.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.4% | -4.6% |
| 7D | -12.0% | +0.3% | -12.3% | -12.4% |
| 30D | -16.0% | +0.2% | -16.2% | -16.5% |
| 3M | -17.2% | +13.2% | -30.4% | -29.2% |
| 6M | -10.9% | +36.9% | -47.8% | -41.1% |
| YTD | -42.6% | +39.1% | -81.7% | -62.5% |
| 1Y | -59.8% | +50.4% | -110.2% | -76.1% |
| All | -16.8% | +165.3% | -182.1% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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