+17.9%
ROP vs UPST
-20.9%
+38.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.7% |
| 7D | -2.9% | -12.1% | +9.1% | -2.5% |
| 30D | +30.1% | -13.4% | +43.5% | +30.7% |
| 3M | +19.9% | -31.2% | +51.1% | +21.5% |
| 6M | +46.0% | -28.3% | +74.4% | +47.4% |
| YTD | +8.4% | -53.0% | +61.3% | +10.9% |
| 1Y | +8.8% | -47.2% | +56.0% | +10.8% |
| 3Y | -5.6% | -1.5% | -4.2% | -8.8% |
| 5Y | +3.0% | -91.6% | +94.6% | +0.7% |
| All | +17.9% | -20.9% | +38.9% | +11.6% |
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 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