+92.3%
RSP vs UPST
-26.3%
+118.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.0% | -0.5% |
| 7D | +1.8% | -13.5% | +15.3% | +2.6% |
| 30D | +3.5% | -19.6% | +23.1% | +4.7% |
| 3M | +0.2% | -34.2% | +34.4% | +2.5% |
| 6M | +9.1% | -31.2% | +40.3% | +11.1% |
| YTD | +16.6% | -56.2% | +72.8% | +21.3% |
| 1Y | +17.9% | -51.7% | +69.6% | +21.8% |
| 3Y | +64.6% | -8.2% | +72.9% | +58.3% |
| 5Y | +48.4% | -92.8% | +141.2% | +44.3% |
| All | +92.3% | -26.3% | +118.6% | +82.7% |
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