+186.9%
RSG vs UPST
-24.8%
+211.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +2.5% | -10.6% | +13.1% | +2.6% |
| 30D | +12.7% | -14.0% | +26.7% | +12.9% |
| 3M | +17.9% | -36.8% | +54.8% | +18.6% |
| 6M | +25.0% | -27.5% | +52.5% | +25.3% |
| YTD | +20.8% | -55.3% | +76.1% | +21.8% |
| 1Y | +24.3% | -47.5% | +71.8% | +25.0% |
| 3Y | +65.3% | -10.4% | +75.7% | +62.4% |
| 5Y | +99.1% | -92.6% | +191.6% | +96.8% |
| All | +186.9% | -24.8% | +211.7% | +168.5% |
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