-25.7%
UPST vs RACE
+94.6%
-120.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | +0.3% |
| 7D | -4.9% | +5.1% | -10.0% | -9.4% |
| 30D | -8.9% | +7.7% | -16.6% | -15.0% |
| 3M | -26.3% | +2.2% | -28.5% | -27.9% |
| 6M | -23.7% | +23.8% | -47.5% | -39.0% |
| YTD | -49.9% | +13.9% | -63.8% | -57.9% |
| 1Y | -42.0% | +3.8% | -45.7% | -46.1% |
| 3Y | -25.3% | +28.0% | -53.3% | -57.8% |
| 5Y | -93.4% | +64.9% | -158.3% | -97.4% |
| All | -25.7% | +94.6% | -120.3% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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