-2.2%
UPST vs RBA
+51.9%
-54.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.4% | -8.7% | -8.6% |
| 7D | -4.5% | +3.2% | -7.7% | -6.7% |
| 30D | -15.3% | +12.0% | -27.3% | -23.0% |
| 3M | -32.4% | +2.9% | -35.3% | -34.5% |
| 6M | -29.5% | -6.3% | -23.3% | -27.8% |
| YTD | -53.3% | -5.9% | -47.4% | -52.1% |
| 1Y | -47.4% | -3.9% | -43.5% | -46.8% |
| 3Y | -2.2% | +64.9% | -67.1% | -30.5% |
| All | -2.2% | +51.9% | -54.1% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling