+530.9%
RKLB vs UPST
+3.8%
+527.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.3% | +3.4% |
| 7D | +5.3% | -1.5% | +6.8% | +5.6% |
| 30D | -20.5% | -13.2% | -7.3% | -18.1% |
| 3M | -42.0% | -13.0% | -29.1% | -40.1% |
| 6M | -6.0% | -2.9% | -3.2% | -5.6% |
| YTD | -5.6% | -38.3% | +32.7% | +4.2% |
| 1Y | +38.0% | -60.5% | +98.5% | +67.1% |
| 3Y | +962.4% | -11.7% | +974.2% | +909.7% |
| 5Y | +336.5% | -90.2% | +426.7% | +334.5% |
| All | +530.9% | +3.8% | +527.2% | +535.7% |
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