-30.7%
UPST vs RNG
-79.2%
+48.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.7% | -9.0% | -8.7% |
| 7D | -4.5% | -6.0% | +1.5% | -0.7% |
| 30D | -15.3% | -7.4% | -8.0% | -11.4% |
| 3M | -32.4% | +14.6% | -47.0% | -38.8% |
| 6M | -29.5% | +61.5% | -91.1% | -52.2% |
| YTD | -53.3% | +155.7% | -209.0% | -79.7% |
| 1Y | -47.4% | +172.5% | -219.8% | -78.2% |
| 3Y | -2.2% | +168.0% | -170.2% | -64.3% |
| 5Y | -92.0% | -73.8% | -18.3% | -88.9% |
| All | -30.7% | -79.2% | +48.5% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling