-25.7%
UPST vs RRC
+589.6%
-615.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.2% |
| 7D | -4.9% | -10.8% | +5.9% | -1.3% |
| 30D | -8.9% | +22.3% | -31.2% | -16.1% |
| 3M | -26.3% | +26.6% | -52.9% | -33.3% |
| 6M | -23.7% | +18.9% | -42.7% | -29.9% |
| YTD | -49.9% | +39.2% | -89.1% | -57.3% |
| 1Y | -42.0% | +34.0% | -75.9% | -49.8% |
| 3Y | -25.3% | +42.0% | -67.3% | -36.9% |
| 5Y | -93.4% | +111.9% | -205.3% | -95.2% |
| All | -25.7% | +589.6% | -615.3% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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