-4.0%
ROL vs UPST
+3.8%
-7.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.4% |
| 7D | -3.4% | -1.5% | -1.9% | -3.4% |
| 30D | -6.9% | -13.2% | +6.3% | -6.5% |
| 3M | -24.6% | -13.0% | -11.6% | -24.3% |
| 6M | -39.5% | -2.9% | -36.7% | -39.7% |
| YTD | -41.1% | -38.3% | -2.8% | -40.4% |
| 1Y | -37.9% | -60.5% | +22.5% | -36.4% |
| 3Y | +0.8% | -11.7% | +12.5% | -3.0% |
| 5Y | -4.7% | -90.2% | +85.5% | -6.5% |
| All | -4.0% | +3.8% | -7.8% | -22.4% |
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