+373.3%
RCL vs UPST
-14.4%
+387.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.8% |
| 7D | +5.0% | +4.4% | +0.5% | +4.4% |
| 30D | +19.4% | -7.7% | +27.1% | +20.5% |
| 3M | +5.9% | -28.4% | +34.4% | +10.4% |
| 6M | +23.8% | -23.2% | +47.0% | +27.6% |
| YTD | +22.8% | -49.1% | +71.9% | +32.3% |
| 1Y | +34.3% | -42.4% | +76.6% | +42.0% |
| 3Y | +276.4% | +5.4% | +271.1% | +243.8% |
| 5Y | +281.6% | -92.9% | +374.5% | +261.8% |
| All | +373.3% | -14.4% | +387.7% | +348.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling