-13.2%
UPST vs NYT
+41.1%
-54.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -8.8% | -0.6% | -8.2% | -8.4% |
| 30D | -12.1% | +4.6% | -16.6% | -14.3% |
| 3M | -19.5% | -9.6% | -9.9% | -16.1% |
| 6M | -6.8% | -14.0% | +7.2% | -1.7% |
| YTD | -41.5% | -2.8% | -38.6% | -43.5% |
| 1Y | -58.9% | +15.6% | -74.4% | -65.0% |
| 3Y | -15.2% | +56.3% | -71.5% | -45.3% |
| 5Y | -90.5% | +39.5% | -130.0% | -94.2% |
| All | -13.2% | +41.1% | -54.3% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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