+53.1%
RGTI vs UPST
-75.5%
+128.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.7% |
| 7D | -0.1% | -12.0% | +11.9% | +5.0% |
| 30D | -16.2% | -16.0% | -0.2% | -10.2% |
| 3M | -22.0% | -17.2% | -4.9% | -15.7% |
| 6M | -10.8% | -10.9% | +0.1% | -6.4% |
| YTD | -31.6% | -42.6% | +11.0% | -15.3% |
| 1Y | -6.4% | -59.8% | +53.4% | +31.7% |
| 3Y | +665.7% | -17.9% | +683.5% | +626.1% |
| 5Y | +55.6% | -90.7% | +146.4% | +61.8% |
| All | +53.1% | -75.5% | +128.6% | +59.8% |
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