+6.1%
ROL vs UPST
-21.5%
+27.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | 0.0% |
| 7D | +3.4% | -4.5% | +7.9% | +3.5% |
| 30D | +20.8% | -15.3% | +36.1% | +21.4% |
| 3M | +3.7% | -32.4% | +36.2% | +5.0% |
| 6M | -27.7% | -29.5% | +1.9% | -27.0% |
| YTD | -34.9% | -53.3% | +18.4% | -33.6% |
| 1Y | -33.3% | -47.4% | +14.1% | -32.3% |
| 3Y | +4.3% | -2.2% | +6.5% | +0.1% |
| 5Y | +15.0% | -92.0% | +107.0% | +13.7% |
| All | +6.1% | -21.5% | +27.6% | -13.5% |
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