-12.3%
UPST vs RRC
+58.8%
-71.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.6% |
| 7D | -13.5% | +2.5% | -16.0% | -14.3% |
| 30D | -19.6% | +21.1% | -40.8% | -26.3% |
| 3M | -34.2% | +28.4% | -62.6% | -41.4% |
| 6M | -31.2% | +26.5% | -57.7% | -38.8% |
| YTD | -56.2% | +47.0% | -103.2% | -65.1% |
| 1Y | -51.7% | +35.2% | -86.9% | -59.4% |
| All | -12.3% | +58.8% | -71.1% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling