-30.2%
UPST vs RL
+335.4%
-365.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +2.0% |
| 7D | -12.1% | -4.4% | -7.7% | -8.7% |
| 30D | -13.4% | +5.6% | -19.0% | -17.7% |
| 3M | -31.2% | -0.6% | -30.6% | -31.3% |
| 6M | -28.3% | +15.5% | -43.8% | -39.4% |
| YTD | -53.0% | +12.3% | -65.3% | -59.8% |
| 1Y | -47.2% | +19.3% | -66.5% | -57.5% |
| 3Y | -1.5% | +255.5% | -257.0% | -74.8% |
| 5Y | -91.6% | +247.1% | -338.7% | -97.8% |
| All | -30.2% | +335.4% | -365.6% | -85.3% |
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