-30.7%
UPST vs RBA
+53.6%
-84.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.4% | -8.7% | -8.5% |
| 7D | -4.5% | +3.2% | -7.7% | -6.3% |
| 30D | -15.3% | +12.0% | -27.3% | -21.7% |
| 3M | -32.4% | +2.9% | -35.3% | -34.2% |
| 6M | -29.5% | -6.3% | -23.3% | -27.8% |
| YTD | -53.3% | -5.9% | -47.4% | -52.0% |
| 1Y | -47.4% | -3.9% | -43.5% | -46.5% |
| 3Y | -2.2% | +64.9% | -67.1% | -25.6% |
| 5Y | -92.0% | +48.5% | -140.5% | -93.2% |
| All | -30.7% | +53.6% | -84.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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