-49.4%
UPST vs RJF
+7.8%
-57.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.3% | +5.1% | +6.4% |
| 7D | -3.1% | +7.2% | -10.3% | -7.5% |
| 30D | -4.0% | +4.9% | -8.9% | -7.0% |
| 3M | -22.9% | -5.5% | -17.4% | -19.9% |
| 6M | -27.1% | +8.0% | -35.1% | -31.3% |
| YTD | -46.5% | +6.2% | -52.7% | -51.6% |
| 1Y | -49.4% | +7.8% | -57.2% | -55.1% |
| All | -49.4% | +7.8% | -57.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling