-8.4%
UPST vs NTRS
+141.0%
-149.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -2.8% |
| 7D | -1.5% | +1.7% | -3.2% | -3.2% |
| 30D | -13.2% | +0.1% | -13.4% | -13.6% |
| 3M | -13.0% | +9.8% | -22.8% | -22.4% |
| 6M | -2.9% | +34.7% | -37.5% | -32.4% |
| YTD | -38.3% | +37.4% | -75.7% | -57.7% |
| 1Y | -60.5% | +48.2% | -108.6% | -75.0% |
| 3Y | -11.7% | +163.5% | -175.2% | -70.1% |
| 5Y | -90.2% | +88.2% | -178.4% | -95.0% |
| All | -8.4% | +141.0% | -149.4% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling