+330.6%
RKLB vs UPST
-92.5%
+423.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.1% | -4.6% |
| 7D | +15.9% | -10.6% | +26.6% | +19.6% |
| 30D | +4.0% | -14.0% | +18.0% | +8.1% |
| 3M | -23.2% | -36.8% | +13.7% | -12.6% |
| 6M | -50.4% | -27.5% | -22.9% | -45.7% |
| YTD | -11.8% | -55.3% | +43.5% | +9.7% |
| 1Y | +36.0% | -47.5% | +83.5% | +62.2% |
| 3Y | +1,321.0% | -10.4% | +1,331.5% | +1,194.4% |
| All | +330.6% | -92.5% | +423.1% | +452.4% |
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