-4.8%
UPST vs RL
+287.0%
-291.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.7% | -3.5% |
| 7D | -3.5% | -0.8% | -2.7% | -2.9% |
| 30D | -7.1% | -7.8% | +0.6% | -0.8% |
| 3M | -13.1% | -4.0% | -9.1% | -11.2% |
| 6M | -1.1% | -1.9% | +0.8% | -4.0% |
| YTD | -35.9% | -0.2% | -35.7% | -38.8% |
| 1Y | -57.4% | +10.7% | -68.1% | -63.5% |
| 3Y | -14.9% | +210.8% | -225.6% | -75.4% |
| 5Y | -88.7% | +238.2% | -326.9% | -96.9% |
| All | -4.8% | +287.0% | -291.8% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling