-25.3%
RKT vs UPST
+7.9%
-33.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +2.1% | -3.5% | +5.6% | +2.7% |
| 30D | +1.4% | -7.1% | +8.6% | +2.6% |
| 3M | +6.3% | -13.1% | +19.4% | +8.8% |
| 6M | -15.5% | -1.1% | -14.4% | -15.2% |
| YTD | -27.4% | -35.9% | +8.5% | -23.0% |
| 1Y | -26.6% | -57.4% | +30.8% | -18.3% |
| 3Y | +41.2% | -14.9% | +56.1% | +29.4% |
| 5Y | -6.4% | -88.7% | +82.2% | -16.4% |
| All | -25.3% | +7.9% | -33.1% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling