-49.4%
UPST vs RNG
+179.4%
-228.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.5% |
| 7D | -3.1% | -9.6% | +6.4% | -1.1% |
| 30D | -4.0% | -1.4% | -2.6% | -3.7% |
| 3M | -22.9% | +28.8% | -51.6% | -26.3% |
| 6M | -27.1% | +65.6% | -92.7% | -33.3% |
| YTD | -46.5% | +171.4% | -217.9% | -55.6% |
| 1Y | -49.4% | +185.3% | -234.8% | -60.5% |
| All | -49.4% | +179.4% | -228.9% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling