-4.8%
UPST vs RBA
+33.5%
-38.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.9% |
| 7D | -3.5% | -2.9% | -0.6% | -1.6% |
| 30D | -7.1% | -12.3% | +5.2% | +1.0% |
| 3M | -13.1% | -20.5% | +7.4% | -0.4% |
| 6M | -1.1% | -18.5% | +17.5% | +11.5% |
| YTD | -35.9% | -18.2% | -17.6% | -27.3% |
| 1Y | -57.4% | -27.5% | -29.9% | -47.7% |
| 3Y | -14.9% | +38.1% | -52.9% | -27.0% |
| 5Y | -88.7% | +44.8% | -133.5% | -89.7% |
| All | -4.8% | +33.5% | -38.3% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling