-90.7%
UPST vs NYT
+39.3%
-130.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | -12.0% | -0.7% | -11.3% | -11.5% |
| 30D | -16.0% | +4.5% | -20.5% | -18.6% |
| 3M | -17.2% | -8.5% | -8.6% | -13.8% |
| 6M | -10.9% | -15.1% | +4.2% | -4.3% |
| YTD | -42.6% | -3.3% | -39.3% | -45.2% |
| 1Y | -59.8% | +17.0% | -76.8% | -67.6% |
| 3Y | -17.9% | +55.7% | -73.6% | -53.6% |
| 5Y | -90.7% | +38.9% | -129.6% | -94.6% |
| All | -90.7% | +39.3% | -130.0% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling