+463.8%
RKLB vs UPST
-14.4%
+478.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +10.5% |
| 7D | +13.0% | +4.4% | +8.6% | +11.8% |
| 30D | -13.7% | -7.7% | -6.0% | -12.3% |
| 3M | -28.9% | -28.4% | -0.5% | -23.7% |
| 6M | -44.2% | -23.2% | -21.0% | -40.9% |
| YTD | -15.6% | -49.1% | +33.5% | -3.0% |
| 1Y | +14.0% | -42.4% | +56.3% | +28.1% |
| 3Y | +1,275.2% | +5.4% | +1,269.9% | +1,186.3% |
| 5Y | +296.6% | -92.9% | +389.5% | +314.7% |
| All | +463.8% | -14.4% | +478.2% | +491.8% |
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