+215.4%
RTX vs UPST
-14.4%
+229.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +3.5% |
| 7D | -3.2% | +4.4% | -7.6% | -3.3% |
| 30D | +5.6% | -7.7% | +13.2% | +5.7% |
| 3M | -11.7% | -28.4% | +16.7% | -11.0% |
| 6M | +12.3% | -23.2% | +35.5% | +12.9% |
| YTD | +8.2% | -49.1% | +57.3% | +9.7% |
| 1Y | +12.6% | -42.4% | +54.9% | +13.7% |
| 3Y | +152.8% | +5.4% | +147.5% | +146.8% |
| 5Y | +140.2% | -92.9% | +233.1% | +136.0% |
| All | +215.4% | -14.4% | +229.8% | +208.6% |
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