+261.1%
RCL vs UPST
-93.6%
+354.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +6.5% | -4.9% | +11.4% | +7.4% |
| 30D | +15.9% | -8.9% | +24.8% | +17.6% |
| 3M | +2.7% | -26.3% | +29.0% | +7.9% |
| 6M | +15.2% | -23.7% | +39.0% | +20.0% |
| YTD | +19.2% | -49.9% | +69.2% | +31.9% |
| 1Y | +31.6% | -42.0% | +73.6% | +41.4% |
| 3Y | +274.2% | -25.3% | +299.5% | +238.4% |
| All | +261.1% | -93.6% | +354.7% | +267.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling