+61.0%
ROK vs UPST
-4.9%
+65.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.7% |
| 7D | +7.1% | -10.6% | +17.7% | +8.5% |
| 30D | -5.0% | -14.0% | +9.0% | -3.3% |
| 3M | -9.4% | -36.8% | +27.5% | -4.4% |
| 6M | -11.0% | -27.5% | +16.5% | -8.1% |
| YTD | +4.4% | -55.3% | +59.7% | +13.3% |
| 1Y | +7.4% | -47.5% | +55.0% | +14.1% |
| 3Y | +61.0% | -10.4% | +71.4% | +53.3% |
| All | +61.0% | -4.9% | +65.9% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling