-8.4%
UPST vs RGEN
-9.4%
+0.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.2% |
| 7D | -1.5% | -0.9% | -0.6% | -0.9% |
| 30D | -13.2% | +2.8% | -16.0% | -15.0% |
| 3M | -13.0% | +34.5% | -47.4% | -30.7% |
| 6M | -2.9% | +40.5% | -43.3% | -26.3% |
| YTD | -38.3% | +2.8% | -41.2% | -41.1% |
| 1Y | -60.5% | +39.6% | -100.1% | -70.1% |
| 3Y | -11.7% | +4.4% | -16.1% | -25.2% |
| 5Y | -90.2% | -42.8% | -47.4% | -87.2% |
| All | -8.4% | -9.4% | +0.9% | -33.8% |
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