+0.6%
ROP vs UPST
-93.6%
+94.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.9% |
| 7D | +2.1% | -4.9% | +7.1% | +2.4% |
| 30D | +32.9% | -8.9% | +41.8% | +33.4% |
| 3M | +20.0% | -26.3% | +46.3% | +21.7% |
| 6M | +36.4% | -23.7% | +60.1% | +37.7% |
| YTD | +7.8% | -49.9% | +57.8% | +10.7% |
| 1Y | +8.0% | -42.0% | +50.0% | +10.0% |
| 3Y | -3.5% | -25.3% | +21.8% | -7.1% |
| All | +0.6% | -93.6% | +94.2% | +1.1% |
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