+219.0%
RTX vs UPST
-24.8%
+243.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | +4.8% | -10.6% | +15.4% | +5.1% |
| 30D | +6.5% | -14.0% | +20.5% | +6.8% |
| 3M | -9.6% | -36.8% | +27.2% | -8.6% |
| 6M | +12.3% | -27.5% | +39.9% | +13.0% |
| YTD | +9.5% | -55.3% | +64.7% | +11.4% |
| 1Y | +15.8% | -47.5% | +63.4% | +17.3% |
| 3Y | +157.0% | -10.4% | +167.4% | +151.9% |
| 5Y | +148.8% | -92.6% | +241.4% | +145.0% |
| All | +219.0% | -24.8% | +243.8% | +213.2% |
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