+221.7%
RTX vs UPST
-21.5%
+243.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.3% | +10.3% | +2.2% |
| 7D | -1.7% | -4.5% | +2.8% | -1.6% |
| 30D | +7.7% | -15.3% | +23.0% | +8.1% |
| 3M | -10.3% | -32.4% | +22.1% | -9.5% |
| 6M | +14.6% | -29.5% | +44.1% | +15.4% |
| YTD | +10.4% | -53.3% | +63.7% | +12.2% |
| 1Y | +13.5% | -47.4% | +60.9% | +14.9% |
| 3Y | +158.6% | -2.2% | +160.8% | +152.9% |
| 5Y | +147.3% | -92.0% | +239.3% | +143.1% |
| All | +221.7% | -21.5% | +243.2% | +215.5% |
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