-11.7%
UPST vs RNG
+120.7%
-132.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.5% | -2.0% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -13.2% | +11.4% | -24.6% | -17.1% |
| 3M | -13.0% | +72.1% | -85.1% | -32.5% |
| 6M | -2.9% | +67.9% | -70.8% | -25.3% |
| YTD | -38.3% | +144.3% | -182.6% | -62.9% |
| 1Y | -60.5% | +117.5% | -178.0% | -74.5% |
| 3Y | -11.7% | +123.9% | -135.6% | -49.5% |
| All | -11.7% | +120.7% | -132.4% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling