+807.5%
RGTI vs UPST
-4.9%
+812.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -9.0% | -7.9% |
| 7D | -18.1% | -10.6% | -7.5% | -13.5% |
| 30D | -17.6% | -14.0% | -3.7% | -11.3% |
| 3M | -48.3% | -36.8% | -11.5% | -35.5% |
| 6M | -47.8% | -27.5% | -20.2% | -38.7% |
| YTD | -56.6% | -55.3% | -1.3% | -37.2% |
| 1Y | -61.8% | -47.5% | -14.3% | -48.4% |
| 3Y | +807.5% | -10.4% | +818.0% | +713.6% |
| All | +807.5% | -4.9% | +812.5% | +713.6% |
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