-8.4%
UPST vs NYT
+43.4%
-51.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -4.4% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | -13.2% | +7.0% | -20.2% | -16.6% |
| 3M | -13.0% | -7.9% | -5.1% | -10.2% |
| 6M | -2.9% | -15.0% | +12.1% | +3.4% |
| YTD | -38.3% | -1.3% | -37.0% | -41.0% |
| 1Y | -60.5% | +16.9% | -77.3% | -66.6% |
| 3Y | -11.7% | +58.9% | -70.7% | -43.7% |
| 5Y | -90.2% | +40.9% | -131.0% | -94.1% |
| All | -8.4% | +43.4% | -51.8% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling