-24.5%
UPST vs RGEN
-3.8%
-20.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | -0.5% |
| 7D | +4.4% | +3.5% | +0.9% | +1.9% |
| 30D | -7.7% | +2.9% | -10.6% | -9.5% |
| 3M | -28.4% | +9.2% | -37.6% | -33.7% |
| 6M | -23.2% | +44.9% | -68.1% | -42.9% |
| YTD | -49.1% | +9.2% | -58.3% | -54.0% |
| 1Y | -42.4% | +25.3% | -67.6% | -52.7% |
| 3Y | +5.4% | +21.7% | -16.4% | -20.5% |
| 5Y | -92.9% | -34.5% | -58.4% | -91.7% |
| All | -24.5% | -3.8% | -20.7% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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