+94.2%
ROK vs UPST
+7.9%
+86.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +0.7% | -3.5% | +4.2% | +1.0% |
| 30D | -3.3% | -7.1% | +3.8% | -2.9% |
| 3M | -5.9% | -13.1% | +7.2% | -5.0% |
| 6M | +13.9% | -1.1% | +15.0% | +13.3% |
| YTD | +12.6% | -35.9% | +48.4% | +15.3% |
| 1Y | +28.6% | -57.4% | +86.0% | +35.0% |
| 3Y | +45.1% | -14.9% | +60.0% | +39.4% |
| 5Y | +45.6% | -88.7% | +134.2% | +38.4% |
| All | +94.2% | +7.9% | +86.3% | +76.0% |
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