-4.8%
UPST vs RPRX
+65.5%
-70.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -3.5% | +5.1% | -8.7% | -6.7% |
| 30D | -7.1% | +11.2% | -18.3% | -13.4% |
| 3M | -13.1% | +16.7% | -29.8% | -22.2% |
| 6M | -1.1% | +36.0% | -37.1% | -20.7% |
| YTD | -35.9% | +67.8% | -103.7% | -55.9% |
| 1Y | -57.4% | +76.7% | -134.1% | -72.3% |
| 3Y | -14.9% | +128.1% | -143.0% | -55.1% |
| 5Y | -88.7% | +82.9% | -171.5% | -92.4% |
| All | -4.8% | +65.5% | -70.3% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling