+97.3%
RSG vs UPST
-93.3%
+190.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | +0.3% | +4.4% | -4.1% | +0.3% |
| 30D | +13.8% | -7.7% | +21.5% | +13.9% |
| 3M | +15.4% | -28.4% | +43.8% | +15.9% |
| 6M | +24.1% | -23.2% | +47.3% | +24.4% |
| YTD | +17.8% | -49.1% | +67.0% | +18.7% |
| 1Y | +21.5% | -42.4% | +63.8% | +22.1% |
| 3Y | +63.3% | +5.4% | +58.0% | +59.4% |
| 5Y | +97.3% | -92.9% | +190.2% | +96.1% |
| All | +97.3% | -93.3% | +190.6% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling