+92.1%
ROK vs UPST
+3.8%
+88.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.8% |
| 7D | +2.8% | -1.5% | +4.3% | +2.9% |
| 30D | -2.4% | -13.2% | +10.8% | -1.4% |
| 3M | -4.7% | -13.0% | +8.3% | -3.9% |
| 6M | +16.8% | -2.9% | +19.6% | +16.3% |
| YTD | +11.4% | -38.3% | +49.7% | +14.4% |
| 1Y | +26.2% | -60.5% | +86.6% | +33.2% |
| 3Y | +51.9% | -11.7% | +63.6% | +45.8% |
| 5Y | +46.4% | -90.2% | +136.5% | +39.7% |
| All | +92.1% | +3.8% | +88.3% | +74.6% |
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