+650.7%
RGTI vs UPST
-16.7%
+667.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -1.7% |
| 7D | +2.5% | -8.1% | +10.6% | +6.6% |
| 30D | -13.7% | -14.3% | +0.6% | -7.2% |
| 3M | -22.6% | -16.6% | -6.0% | -15.4% |
| 6M | -13.4% | -7.3% | -6.1% | -10.3% |
| YTD | -31.2% | -40.8% | +9.6% | -13.4% |
| 1Y | -7.6% | -62.4% | +54.8% | +39.9% |
| All | +650.7% | -16.7% | +667.5% | +611.8% |
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 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