+1.7%
ROP vs UPST
-92.6%
+94.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.4% |
| 7D | -2.7% | -13.5% | +10.8% | -2.0% |
| 30D | +29.7% | -19.6% | +49.4% | +31.0% |
| 3M | +21.2% | -34.2% | +55.4% | +23.5% |
| 6M | +48.3% | -31.2% | +79.5% | +50.4% |
| YTD | +8.4% | -56.2% | +64.6% | +12.0% |
| 1Y | +6.0% | -51.7% | +57.7% | +8.9% |
| 3Y | -5.6% | -8.2% | +2.6% | -9.9% |
| All | +1.7% | -92.6% | +94.4% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling