-25.7%
UPST vs RBA
+49.4%
-75.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.3% |
| 7D | -4.9% | +4.3% | -9.2% | -7.6% |
| 30D | -8.9% | +16.3% | -25.2% | -17.9% |
| 3M | -26.3% | +1.3% | -27.6% | -27.5% |
| 6M | -23.7% | -11.1% | -12.7% | -19.2% |
| YTD | -49.9% | -8.5% | -41.5% | -47.6% |
| 1Y | -42.0% | -2.1% | -39.9% | -41.7% |
| 3Y | -25.3% | +44.6% | -69.8% | -38.9% |
| 5Y | -93.4% | +36.8% | -130.2% | -94.2% |
| All | -25.7% | +49.4% | -75.1% | -33.5% |
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