+359.5%
RCL vs UPST
-15.8%
+375.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +6.5% | -4.9% | +11.4% | +7.1% |
| 30D | +15.9% | -8.9% | +24.8% | +17.2% |
| 3M | +2.7% | -26.3% | +29.0% | +6.6% |
| 6M | +15.2% | -23.7% | +39.0% | +18.8% |
| YTD | +19.2% | -49.9% | +69.2% | +28.8% |
| 1Y | +31.6% | -42.0% | +73.6% | +39.1% |
| 3Y | +274.2% | -25.3% | +299.5% | +253.6% |
| 5Y | +250.1% | -93.4% | +343.5% | +233.0% |
| All | +359.5% | -15.8% | +375.3% | +336.7% |
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