+500.7%
RKLB vs UPST
-21.5%
+522.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -8.3% | +14.8% | +8.4% |
| 7D | +15.2% | -4.5% | +19.7% | +16.1% |
| 30D | -8.1% | -15.3% | +7.2% | -4.9% |
| 3M | -21.7% | -32.4% | +10.8% | -15.0% |
| 6M | -40.5% | -29.5% | -11.0% | -35.9% |
| YTD | -10.1% | -53.3% | +43.2% | +5.2% |
| 1Y | +20.8% | -47.4% | +68.2% | +38.3% |
| 3Y | +1,335.0% | -2.2% | +1,337.2% | +1,263.0% |
| 5Y | +329.8% | -92.0% | +421.9% | +354.0% |
| All | +500.7% | -21.5% | +522.2% | +541.7% |
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