-30.7%
UPST vs RJF
+192.2%
-223.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.2% | -8.5% | -8.5% |
| 7D | -4.5% | +4.0% | -8.5% | -8.5% |
| 30D | -15.3% | +6.1% | -21.5% | -21.0% |
| 3M | -32.4% | -5.8% | -26.6% | -28.0% |
| 6M | -29.5% | +9.7% | -39.2% | -38.3% |
| YTD | -53.3% | +6.2% | -59.5% | -57.9% |
| 1Y | -47.4% | +5.3% | -52.6% | -51.8% |
| 3Y | -2.2% | +74.4% | -76.6% | -50.6% |
| 5Y | -92.0% | +81.6% | -173.6% | -95.9% |
| All | -30.7% | +192.2% | -223.0% | -74.7% |
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