+354.0%
RCL vs UPST
-24.8%
+378.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -1.2% | -10.6% | +9.5% | +0.3% |
| 30D | +17.8% | -14.0% | +31.8% | +20.0% |
| 3M | +4.9% | -36.8% | +41.8% | +11.2% |
| 6M | +23.7% | -27.5% | +51.3% | +28.5% |
| YTD | +17.8% | -55.3% | +73.1% | +29.1% |
| 1Y | +28.9% | -47.5% | +76.5% | +38.1% |
| 3Y | +241.9% | -10.4% | +252.3% | +218.8% |
| 5Y | +295.4% | -92.6% | +388.0% | +279.8% |
| All | +354.0% | -24.8% | +378.8% | +337.9% |
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