-11.7%
UPST vs RJF
+77.4%
-89.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | +0.1% |
| 7D | -3.5% | -0.6% | -2.9% | -2.9% |
| 30D | -7.1% | -1.3% | -5.9% | -6.1% |
| 3M | -13.1% | +18.9% | -32.0% | -29.5% |
| 6M | -1.1% | +15.0% | -16.1% | -17.3% |
| YTD | -35.9% | +12.2% | -48.1% | -45.3% |
| 1Y | -57.4% | +5.6% | -63.0% | -61.0% |
| All | -11.7% | +77.4% | -89.1% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling