-19.3%
RKT vs UPST
-14.4%
-4.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.6% |
| 7D | +10.3% | +4.4% | +5.9% | +9.6% |
| 30D | +32.3% | -7.7% | +40.0% | +33.6% |
| 3M | +10.7% | -28.4% | +39.1% | +16.1% |
| 6M | -3.2% | -23.2% | +20.0% | +0.8% |
| YTD | -21.5% | -49.1% | +27.6% | -14.1% |
| 1Y | -6.0% | -42.4% | +36.4% | +1.2% |
| 3Y | +104.2% | +5.4% | +98.9% | +84.2% |
| 5Y | +2.5% | -92.9% | +95.4% | -5.6% |
| All | -19.3% | -14.4% | -4.8% | -16.0% |
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