-12.1%
UPST vs RNG
-80.3%
+68.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.5% |
| 7D | -8.1% | -4.1% | -4.0% | -5.8% |
| 30D | -14.3% | +8.6% | -22.9% | -19.0% |
| 3M | -16.6% | +78.0% | -94.6% | -45.8% |
| 6M | -7.3% | +67.0% | -74.3% | -39.3% |
| YTD | -40.8% | +142.4% | -183.2% | -73.2% |
| 1Y | -62.4% | +120.4% | -182.9% | -81.8% |
| 3Y | -15.3% | +122.1% | -137.4% | -63.7% |
| 5Y | -91.1% | -69.8% | -21.2% | -87.6% |
| All | -12.1% | -80.3% | +68.2% | +92.1% |
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