+4.7%
ROL vs UPST
-26.3%
+31.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.4% | -1.2% |
| 7D | -1.7% | -13.5% | +11.8% | -1.2% |
| 30D | +18.5% | -19.6% | +38.2% | +19.4% |
| 3M | +4.3% | -34.2% | +38.5% | +5.7% |
| 6M | -27.7% | -31.2% | +3.5% | -27.0% |
| YTD | -35.8% | -56.2% | +20.4% | -34.3% |
| 1Y | -34.1% | -51.7% | +17.6% | -32.9% |
| 3Y | +2.9% | -8.2% | +11.2% | -1.0% |
| 5Y | +12.7% | -92.8% | +105.5% | +11.9% |
| All | +4.7% | -26.3% | +31.0% | -14.4% |
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