-14.8%
UPST vs RNG
-80.5%
+65.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.5% |
| 7D | -12.0% | -9.6% | -2.4% | -6.2% |
| 30D | -16.0% | +8.8% | -24.8% | -20.7% |
| 3M | -17.2% | +78.6% | -95.8% | -46.2% |
| 6M | -10.9% | +70.3% | -81.1% | -42.4% |
| YTD | -42.6% | +140.3% | -182.9% | -73.9% |
| 1Y | -59.8% | +126.6% | -186.4% | -80.9% |
| 3Y | -17.9% | +120.2% | -138.1% | -64.6% |
| 5Y | -90.7% | -68.3% | -22.4% | -87.4% |
| All | -14.8% | -80.5% | +65.6% | +87.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling