-5.9%
UPST vs NVDX
+774.9%
-780.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.4% | -2.1% |
| 7D | -12.0% | -8.6% | -3.4% | -10.2% |
| 30D | -16.0% | -1.4% | -14.6% | -16.2% |
| 3M | -17.2% | +10.6% | -27.8% | -19.9% |
| 6M | -10.9% | +20.2% | -31.0% | -16.1% |
| YTD | -42.6% | +11.8% | -54.4% | -45.5% |
| 1Y | -59.8% | +12.9% | -72.7% | -62.5% |
| All | -5.9% | +774.9% | -780.8% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling