-30.7%
UPST vs RL
+341.6%
-372.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.5% | -8.5% |
| 7D | -4.5% | +1.3% | -5.8% | -5.8% |
| 30D | -15.3% | +7.6% | -22.9% | -20.9% |
| 3M | -32.4% | -1.5% | -30.9% | -31.9% |
| 6M | -29.5% | +12.1% | -41.6% | -38.7% |
| YTD | -53.3% | +13.9% | -67.2% | -60.6% |
| 1Y | -47.4% | +20.7% | -68.0% | -58.0% |
| 3Y | -2.2% | +260.6% | -262.8% | -75.2% |
| 5Y | -92.0% | +248.9% | -340.9% | -97.9% |
| All | -30.7% | +341.6% | -372.3% | -85.5% |
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