-12.1%
UPST vs RJF
+204.0%
-216.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.3% |
| 7D | -8.1% | -0.3% | -7.8% | -7.8% |
| 30D | -14.3% | -2.0% | -12.3% | -12.3% |
| 3M | -16.6% | +16.3% | -33.0% | -31.1% |
| 6M | -7.3% | +16.9% | -24.2% | -24.5% |
| YTD | -40.8% | +10.4% | -51.2% | -48.8% |
| 1Y | -62.4% | +7.4% | -69.8% | -66.5% |
| 3Y | -15.3% | +72.2% | -87.5% | -55.9% |
| 5Y | -91.1% | +105.1% | -196.2% | -95.8% |
| All | -12.1% | +204.0% | -216.1% | -69.3% |
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