+151.5%
RSG vs UPST
-0.4%
+151.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.4% |
| 7D | 0.0% | -8.1% | +8.1% | +0.1% |
| 30D | +3.7% | -14.3% | +18.0% | +3.8% |
| 3M | +6.2% | -16.6% | +22.8% | +6.3% |
| 6M | -2.8% | -7.3% | +4.5% | -2.8% |
| YTD | +5.9% | -40.8% | +46.7% | +6.4% |
| 1Y | -1.8% | -62.4% | +60.7% | -0.7% |
| 3Y | +57.5% | -15.3% | +72.8% | +55.0% |
| 5Y | +91.1% | -91.1% | +182.1% | +88.4% |
| All | +151.5% | -0.4% | +151.9% | +134.7% |
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