+377.3%
RCL vs UPST
-21.5%
+398.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.1% | +2.0% |
| 7D | +8.5% | -4.5% | +13.0% | +9.1% |
| 30D | +20.4% | -15.3% | +35.7% | +22.9% |
| 3M | +11.0% | -32.4% | +43.4% | +16.5% |
| 6M | +24.9% | -29.5% | +54.4% | +30.1% |
| YTD | +23.9% | -53.3% | +77.2% | +35.0% |
| 1Y | +30.8% | -47.4% | +78.2% | +40.0% |
| 3Y | +270.4% | -2.2% | +272.6% | +241.6% |
| 5Y | +296.1% | -92.0% | +388.2% | +278.0% |
| All | +377.3% | -21.5% | +398.8% | +357.7% |
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