-4.8%
UPST vs RNG
-79.2%
+74.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.2% | +0.8% |
| 7D | -3.5% | +5.8% | -9.3% | -7.1% |
| 30D | -7.1% | +19.6% | -26.7% | -17.4% |
| 3M | -13.1% | +67.0% | -80.1% | -40.9% |
| 6M | -1.1% | +88.4% | -89.5% | -40.5% |
| YTD | -35.9% | +155.5% | -191.3% | -71.9% |
| 1Y | -57.4% | +141.7% | -199.1% | -80.6% |
| 3Y | -14.9% | +131.1% | -146.0% | -64.4% |
| 5Y | -88.7% | -70.6% | -18.1% | -84.2% |
| All | -4.8% | -79.2% | +74.4% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling