+115.1%
ROST vs UPST
+3.8%
+111.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.1% |
| 7D | +0.2% | -1.5% | +1.7% | +0.3% |
| 30D | -10.0% | -13.2% | +3.2% | -9.1% |
| 3M | +1.2% | -13.0% | +14.2% | +2.0% |
| 6M | +8.9% | -2.9% | +11.8% | +8.5% |
| YTD | +28.1% | -38.3% | +66.4% | +31.1% |
| 1Y | +53.0% | -60.5% | +113.4% | +60.8% |
| 3Y | +97.9% | -11.7% | +109.6% | +84.9% |
| 5Y | +112.0% | -90.2% | +202.2% | +101.7% |
| All | +115.1% | +3.8% | +111.3% | +90.4% |
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