+92.5%
RSP vs UPST
-14.4%
+106.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +2.2% |
| 7D | +0.4% | +4.4% | -4.0% | +0.2% |
| 30D | +3.7% | -7.7% | +11.4% | +4.1% |
| 3M | +0.8% | -28.4% | +29.2% | +2.6% |
| 6M | +9.1% | -23.2% | +32.3% | +10.4% |
| YTD | +16.7% | -49.1% | +65.8% | +20.3% |
| 1Y | +19.7% | -42.4% | +62.0% | +22.4% |
| 3Y | +66.7% | +5.4% | +61.4% | +59.0% |
| 5Y | +48.7% | -92.9% | +141.6% | +43.6% |
| All | +92.5% | -14.4% | +106.9% | +81.3% |
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