-34.4%
ROL vs UPST
-47.3%
+12.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | +9.5% | -4.9% | +14.4% | +9.6% |
| 30D | +22.9% | -8.9% | +31.8% | +23.2% |
| 3M | +3.5% | -26.3% | +29.9% | +4.5% |
| 6M | -29.4% | -23.7% | -5.7% | -29.2% |
| YTD | -36.1% | -49.9% | +13.9% | -35.5% |
| 1Y | -34.4% | -42.0% | +7.6% | -34.6% |
| All | -34.4% | -47.3% | +12.9% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling