+13.1%
TROW vs UPST
-16.7%
+29.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.1% |
| 7D | -1.5% | -8.1% | +6.6% | -0.6% |
| 30D | -5.3% | -14.3% | +9.0% | -3.7% |
| 3M | +2.9% | -16.6% | +19.6% | +4.8% |
| 6M | +22.2% | -7.3% | +29.5% | +22.0% |
| YTD | +8.1% | -40.8% | +48.9% | +13.1% |
| 1Y | +5.8% | -62.4% | +68.2% | +15.5% |
| All | +13.1% | -16.7% | +29.9% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling