-91.6%
UPST vs RPRX
+86.5%
-178.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.5% |
| 7D | -10.6% | +3.3% | -14.0% | -13.0% |
| 30D | -14.0% | +17.9% | -31.9% | -24.9% |
| 3M | -36.8% | +19.2% | -56.1% | -45.5% |
| 6M | -27.5% | +31.7% | -59.2% | -43.6% |
| YTD | -55.3% | +82.5% | -137.7% | -74.6% |
| 1Y | -47.5% | +78.4% | -126.0% | -69.6% |
| 3Y | -10.4% | +177.0% | -187.4% | -70.5% |
| All | -91.6% | +86.5% | -178.1% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling