-91.6%
UPST vs RRC
+134.0%
-225.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -10.6% | +6.4% | -17.0% | -12.8% |
| 30D | -14.0% | +23.9% | -37.9% | -22.1% |
| 3M | -36.8% | +30.2% | -67.0% | -44.1% |
| 6M | -27.5% | +26.3% | -53.8% | -35.7% |
| YTD | -55.3% | +48.1% | -103.4% | -63.7% |
| 1Y | -47.5% | +37.7% | -85.2% | -56.0% |
| 3Y | -10.4% | +60.3% | -70.7% | -30.3% |
| All | -91.6% | +134.0% | -225.6% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling