-92.9%
UPST vs RJF
+80.1%
-173.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.4% | -2.0% |
| 7D | +4.4% | +3.4% | +1.0% | +0.6% |
| 30D | -7.7% | +5.9% | -13.6% | -14.0% |
| 3M | -28.4% | -4.6% | -23.8% | -24.7% |
| 6M | -23.2% | +9.5% | -32.7% | -33.0% |
| YTD | -49.1% | +6.0% | -55.1% | -54.3% |
| 1Y | -42.4% | +4.3% | -46.7% | -47.0% |
| 3Y | +5.4% | +76.6% | -71.2% | -50.7% |
| 5Y | -92.9% | +80.6% | -173.5% | -96.8% |
| All | -92.9% | +80.1% | -173.1% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling