-15.4%
RKT vs UPST
-48.7%
+33.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.3% | +3.4% | -1.0% |
| 7D | +4.6% | -4.5% | +9.1% | +6.8% |
| 30D | +25.9% | -15.3% | +41.2% | +34.6% |
| 3M | +5.0% | -32.4% | +37.5% | +25.2% |
| 6M | -7.9% | -29.5% | +21.6% | +8.5% |
| YTD | -25.4% | -53.3% | +28.0% | +1.4% |
| 1Y | -15.4% | -47.4% | +32.0% | +5.4% |
| All | -15.4% | -48.7% | +33.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling