-35.0%
UPST vs RJF
+190.8%
-225.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | -13.5% | +1.5% | -15.0% | -15.0% |
| 30D | -19.6% | +6.7% | -26.4% | -25.5% |
| 3M | -34.2% | -7.3% | -26.8% | -28.5% |
| 6M | -31.2% | +9.8% | -41.0% | -39.7% |
| YTD | -56.2% | +5.6% | -61.9% | -60.3% |
| 1Y | -51.7% | +2.3% | -53.9% | -54.2% |
| 3Y | -8.2% | +73.6% | -81.8% | -53.4% |
| 5Y | -92.8% | +79.9% | -172.6% | -96.3% |
| All | -35.0% | +190.8% | -225.8% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling