+95.0%
ROST vs UPST
-4.9%
+99.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.5% |
| 7D | +0.3% | -10.6% | +10.9% | +0.9% |
| 30D | +0.5% | -14.0% | +14.5% | +1.3% |
| 3M | -5.2% | -36.8% | +31.6% | -2.9% |
| 6M | +9.8% | -27.5% | +37.4% | +11.3% |
| YTD | +29.4% | -55.3% | +84.7% | +34.2% |
| 1Y | +44.4% | -47.5% | +91.9% | +48.1% |
| 3Y | +95.0% | -10.4% | +105.4% | +83.8% |
| All | +95.0% | -4.9% | +99.9% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling