+269.1%
RCL vs UPST
-28.6%
+297.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -2.2% |
| 7D | +3.9% | -10.9% | +14.8% | +5.8% |
| 30D | +11.8% | -7.2% | +19.0% | +12.9% |
| 3M | -0.8% | -26.7% | +25.8% | +3.9% |
| 6M | +23.6% | -29.0% | +52.6% | +29.7% |
| YTD | +17.6% | -49.4% | +67.0% | +28.5% |
| 1Y | +28.3% | -47.0% | +75.2% | +38.6% |
| All | +269.1% | -28.6% | +297.7% | +272.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling