+6.4%
ROL vs UPST
-14.4%
+20.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +2.0% |
| 7D | +7.5% | +4.4% | +3.1% | +7.3% |
| 30D | +21.1% | -7.7% | +28.8% | +21.4% |
| 3M | +3.1% | -28.4% | +31.6% | +4.2% |
| 6M | -27.4% | -23.2% | -4.3% | -27.0% |
| YTD | -34.7% | -49.1% | +14.4% | -33.6% |
| 1Y | -32.9% | -42.4% | +9.4% | -32.1% |
| 3Y | +6.1% | +5.4% | +0.8% | +1.6% |
| 5Y | +16.3% | -92.9% | +109.2% | +15.3% |
| All | +6.4% | -14.4% | +20.8% | -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