-4.8%
UPST vs RCAT
+728.7%
-733.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.5% |
| 7D | -3.5% | -1.4% | -2.1% | -3.4% |
| 30D | -7.1% | -3.3% | -3.8% | -7.0% |
| 3M | -13.1% | -43.2% | +30.1% | -9.0% |
| 6M | -1.1% | -43.2% | +42.1% | +2.5% |
| YTD | -35.9% | +5.5% | -41.4% | -37.1% |
| 1Y | -57.4% | -1.6% | -55.8% | -58.4% |
| 3Y | -14.9% | +773.7% | -788.6% | -27.7% |
| 5Y | -88.7% | +187.6% | -276.3% | -90.3% |
| All | -4.8% | +728.7% | -733.5% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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