-33.6%
UPST vs RBA
+52.0%
-85.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | -10.6% | +1.7% | -12.4% | -11.6% |
| 30D | -14.0% | +8.3% | -22.3% | -18.7% |
| 3M | -36.8% | +10.5% | -47.4% | -41.3% |
| 6M | -27.5% | -5.9% | -21.7% | -26.0% |
| YTD | -55.3% | -6.9% | -48.4% | -53.7% |
| 1Y | -47.5% | -4.9% | -42.7% | -46.3% |
| 3Y | -10.4% | +64.5% | -74.9% | -31.6% |
| 5Y | -92.6% | +46.1% | -138.7% | -93.6% |
| All | -33.6% | +52.0% | -85.7% | -41.2% |
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