-11.7%
UPST vs RPRX
+137.9%
-149.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -3.5% | +5.1% | -8.7% | -5.7% |
| 30D | -7.1% | +11.2% | -18.3% | -11.4% |
| 3M | -13.1% | +16.7% | -29.8% | -19.5% |
| 6M | -1.1% | +36.0% | -37.1% | -15.7% |
| YTD | -35.9% | +67.8% | -103.7% | -51.4% |
| 1Y | -57.4% | +76.7% | -134.1% | -69.2% |
| All | -11.7% | +137.9% | -149.6% | -49.1% |
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