-33.6%
UPST vs RGEN
-9.8%
-23.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.4% | +1.6% |
| 7D | -10.6% | -3.3% | -7.4% | -8.4% |
| 30D | -14.0% | -5.8% | -8.1% | -10.2% |
| 3M | -36.8% | +0.2% | -37.0% | -37.8% |
| 6M | -27.5% | +56.8% | -84.3% | -48.9% |
| YTD | -55.3% | +2.4% | -57.7% | -57.6% |
| 1Y | -47.5% | +11.4% | -59.0% | -53.2% |
| 3Y | -10.4% | +15.2% | -25.6% | -29.6% |
| 5Y | -92.6% | -35.1% | -57.5% | -91.4% |
| All | -33.6% | -9.8% | -23.8% | -52.4% |
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