+17.1%
ROP vs UPST
-21.5%
+38.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +0.9% |
| 7D | +0.2% | -4.5% | +4.7% | +0.3% |
| 30D | +30.3% | -15.3% | +45.6% | +31.0% |
| 3M | +17.8% | -32.4% | +50.2% | +19.4% |
| 6M | +38.9% | -29.5% | +68.4% | +40.3% |
| YTD | +7.6% | -53.3% | +60.9% | +10.1% |
| 1Y | +6.5% | -47.4% | +53.9% | +8.4% |
| 3Y | -6.3% | -2.2% | -4.1% | -9.3% |
| 5Y | +0.9% | -92.0% | +93.0% | -1.3% |
| All | +17.1% | -21.5% | +38.6% | +10.9% |
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