-25.3%
UPST vs RL
+240.1%
-265.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.1% |
| 7D | -4.9% | -4.2% | -0.8% | -1.8% |
| 30D | -8.9% | +4.3% | -13.1% | -11.5% |
| 3M | -26.3% | -4.6% | -21.7% | -23.9% |
| 6M | -23.7% | +1.7% | -25.4% | -26.3% |
| YTD | -49.9% | +7.3% | -57.3% | -54.1% |
| 1Y | -42.0% | +20.8% | -62.8% | -51.9% |
| 3Y | -25.3% | +247.0% | -272.3% | -74.5% |
| All | -25.3% | +240.1% | -265.3% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling