-33.6%
UPST vs RL
+326.8%
-360.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +3.2% |
| 7D | -10.6% | +2.6% | -13.2% | -12.9% |
| 30D | -14.0% | +2.9% | -16.9% | -16.3% |
| 3M | -36.8% | 0.0% | -36.8% | -37.2% |
| 6M | -27.5% | +17.1% | -44.6% | -39.6% |
| YTD | -55.3% | +10.1% | -65.4% | -61.1% |
| 1Y | -47.5% | +17.3% | -64.9% | -57.1% |
| 3Y | -10.4% | +249.3% | -259.8% | -76.7% |
| 5Y | -92.6% | +240.9% | -333.5% | -98.0% |
| All | -33.6% | +326.8% | -360.5% | -85.7% |
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