+0.3%
ROP vs UPST
+7.9%
-7.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -1.9% | -3.5% |
| 7D | -4.4% | -3.5% | -0.9% | -4.3% |
| 30D | +3.2% | -7.1% | +10.4% | +3.5% |
| 3M | +23.1% | -13.1% | +36.1% | +23.5% |
| 6M | +13.3% | -1.1% | +14.4% | +13.0% |
| YTD | -7.9% | -35.9% | +28.0% | -6.8% |
| 1Y | -22.1% | -57.4% | +35.4% | -20.1% |
| 3Y | -16.8% | -14.9% | -1.9% | -19.4% |
| 5Y | -13.5% | -88.7% | +75.1% | -16.5% |
| All | +0.3% | +7.9% | -7.6% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling