-24.5%
UPST vs RL
+340.4%
-364.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | -3.7% |
| 7D | +4.4% | +0.2% | +4.2% | +4.0% |
| 30D | -7.7% | +7.3% | -15.0% | -13.5% |
| 3M | -28.4% | +1.0% | -29.5% | -29.7% |
| 6M | -23.2% | +11.8% | -34.9% | -33.0% |
| YTD | -49.1% | +13.6% | -62.7% | -57.0% |
| 1Y | -42.4% | +24.0% | -66.4% | -55.3% |
| 3Y | +5.4% | +256.6% | -251.2% | -73.0% |
| 5Y | -92.9% | +240.2% | -333.1% | -98.1% |
| All | -24.5% | +340.4% | -364.9% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling