+90.0%
RSP vs UPST
+7.9%
+82.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.4% |
| 7D | -0.8% | -3.5% | +2.8% | -0.6% |
| 30D | -0.3% | -7.1% | +6.8% | 0.0% |
| 3M | +4.3% | -13.1% | +17.4% | +5.0% |
| 6M | +8.8% | -1.1% | +9.9% | +8.4% |
| YTD | +15.3% | -35.9% | +51.1% | +17.4% |
| 1Y | +18.3% | -57.4% | +75.7% | +22.9% |
| 3Y | +52.8% | -14.9% | +67.7% | +46.6% |
| 5Y | +51.7% | -88.7% | +140.4% | +44.3% |
| All | +90.0% | +7.9% | +82.2% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling