+255.2%
RKLB vs UPST
-93.6%
+348.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -1.1% | +16.5% | +15.7% |
| 7D | -3.0% | -4.9% | +1.9% | -1.7% |
| 30D | -26.2% | -8.9% | -17.3% | -24.3% |
| 3M | -29.9% | -26.3% | -3.5% | -23.7% |
| 6M | -37.3% | -23.7% | -13.6% | -32.4% |
| YTD | -23.9% | -49.9% | +26.0% | -8.3% |
| 1Y | +7.0% | -42.0% | +48.9% | +24.2% |
| 3Y | +1,120.0% | -25.3% | +1,145.3% | +1,054.1% |
| All | +255.2% | -93.6% | +348.8% | +348.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling