+270.3%
RCL vs UPST
+7.9%
+262.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -5.1% | -3.5% | -1.5% | -4.6% |
| 30D | -19.0% | -7.1% | -11.9% | -18.3% |
| 3M | -9.6% | -13.1% | +3.5% | -8.0% |
| 6M | -6.7% | -1.1% | -5.6% | -7.1% |
| YTD | -3.9% | -35.9% | +31.9% | +0.6% |
| 1Y | -25.1% | -57.4% | +32.3% | -17.9% |
| 3Y | +179.1% | -14.9% | +194.0% | +158.9% |
| 5Y | +243.3% | -88.7% | +332.0% | +214.9% |
| All | +270.3% | +7.9% | +262.4% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling