+1.7%
RKT vs UPST
-93.6%
+95.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +17.7% | -4.9% | +22.6% | +18.7% |
| 30D | +31.6% | -8.9% | +40.5% | +33.8% |
| 3M | +13.9% | -26.3% | +40.2% | +21.0% |
| 6M | +2.8% | -23.7% | +26.5% | +8.7% |
| YTD | -22.2% | -49.9% | +27.7% | -11.6% |
| 1Y | -3.5% | -42.0% | +38.5% | +6.5% |
| 3Y | +95.3% | -25.3% | +120.6% | +71.5% |
| All | +1.7% | -93.6% | +95.2% | +5.3% |
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