-90.8%
UPST vs NTRS
+93.2%
-184.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +0.7% |
| 7D | -8.8% | +1.4% | -10.1% | -10.3% |
| 30D | -12.1% | -0.7% | -11.4% | -11.6% |
| 3M | -19.5% | +11.3% | -30.8% | -30.1% |
| 6M | -6.8% | +35.5% | -42.4% | -37.6% |
| YTD | -41.5% | +40.6% | -82.1% | -62.3% |
| 1Y | -58.9% | +49.2% | -108.1% | -75.3% |
| 3Y | -15.2% | +167.2% | -182.4% | -75.1% |
| All | -90.8% | +93.2% | -184.0% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling