-12.1%
UPST vs RPRX
+56.8%
-68.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -8.1% | -4.0% | -4.1% | -5.6% |
| 30D | -14.3% | +4.9% | -19.2% | -17.0% |
| 3M | -16.6% | +9.4% | -26.0% | -22.0% |
| 6M | -7.3% | +33.3% | -40.6% | -24.8% |
| YTD | -40.8% | +59.0% | -99.8% | -57.9% |
| 1Y | -62.4% | +69.2% | -131.7% | -74.9% |
| 3Y | -15.3% | +124.1% | -139.4% | -55.1% |
| 5Y | -91.1% | +77.9% | -168.9% | -93.8% |
| All | -12.1% | +56.8% | -68.9% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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