+5.4%
UPST vs RPRX
+166.4%
-161.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +0.8% |
| 7D | +4.4% | +3.4% | +1.0% | +3.1% |
| 30D | -7.7% | +20.8% | -28.5% | -14.5% |
| 3M | -28.4% | +21.6% | -50.1% | -33.8% |
| 6M | -23.2% | +36.5% | -59.7% | -33.1% |
| YTD | -49.1% | +80.4% | -129.5% | -61.6% |
| 1Y | -42.4% | +81.8% | -124.2% | -56.7% |
| 3Y | +5.4% | +170.9% | -165.5% | -41.4% |
| All | +5.4% | +166.4% | -161.0% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling