-49.4%
UPST vs RL
+34.3%
-83.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.5% | +4.9% | +6.9% |
| 7D | -3.1% | +5.8% | -8.9% | -5.9% |
| 30D | -4.0% | +12.7% | -16.7% | -9.7% |
| 3M | -22.9% | +9.3% | -32.2% | -26.8% |
| 6M | -27.1% | +16.9% | -44.0% | -33.8% |
| YTD | -46.5% | +17.5% | -64.0% | -52.3% |
| 1Y | -49.4% | +34.6% | -84.1% | -62.1% |
| All | -49.4% | +34.3% | -83.8% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling