-31.2%
UPST vs RNG
+72.5%
-103.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -7.9% | -7.1% |
| 7D | -13.5% | +2.3% | -15.8% | -14.0% |
| 30D | -19.6% | -3.4% | -16.2% | -19.1% |
| 3M | -34.2% | +20.9% | -55.1% | -35.9% |
| 6M | -31.2% | +82.2% | -113.4% | -35.0% |
| All | -31.2% | +72.5% | -103.7% | -35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling