+30.8%
RCL vs UPST
-48.7%
+79.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.1% | +2.9% |
| 7D | +8.5% | -4.5% | +13.0% | +9.6% |
| 30D | +20.4% | -15.3% | +35.7% | +24.9% |
| 3M | +11.0% | -32.4% | +43.4% | +21.7% |
| 6M | +24.9% | -29.5% | +54.4% | +35.1% |
| YTD | +23.9% | -53.3% | +77.2% | +39.1% |
| 1Y | +30.8% | -47.4% | +78.2% | +41.3% |
| All | +30.8% | -48.7% | +79.5% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling