+140.3%
RBRK vs UPST
+13.4%
+126.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.9% |
| 7D | -3.5% | -12.0% | +8.5% | -0.2% |
| 30D | -8.3% | -16.0% | +7.8% | -3.9% |
| 3M | +24.7% | -17.2% | +41.8% | +30.7% |
| 6M | +58.9% | -10.9% | +69.8% | +62.5% |
| YTD | +16.3% | -42.6% | +58.9% | +30.8% |
| 1Y | +10.1% | -59.8% | +69.9% | +33.0% |
| All | +140.3% | +13.4% | +126.9% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 3y: compounded portfolio wealth divided by compounded UPST 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…
3y analysis · Full analysis span regression · 6 months rolling