-35.0%
UPST vs RL
+331.8%
-366.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.0% | -6.1% |
| 7D | -13.5% | +2.4% | -15.9% | -15.5% |
| 30D | -19.6% | +4.6% | -24.2% | -22.9% |
| 3M | -34.2% | -1.1% | -33.1% | -33.9% |
| 6M | -31.2% | +16.5% | -47.7% | -42.3% |
| YTD | -56.2% | +11.4% | -67.6% | -62.3% |
| 1Y | -51.7% | +16.1% | -67.8% | -60.0% |
| 3Y | -8.2% | +252.6% | -260.8% | -76.3% |
| 5Y | -92.8% | +244.9% | -337.6% | -98.1% |
| All | -35.0% | +331.8% | -366.8% | -86.2% |
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