-4.8%
UPST vs RRC
+493.1%
-497.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -3.5% | +1.3% | -4.8% | -4.0% |
| 30D | -7.1% | +10.1% | -17.2% | -10.5% |
| 3M | -13.1% | +4.0% | -17.1% | -15.0% |
| 6M | -1.1% | +1.6% | -2.7% | -3.0% |
| YTD | -35.9% | +19.7% | -55.6% | -41.4% |
| 1Y | -57.4% | +21.4% | -78.8% | -61.4% |
| 3Y | -14.9% | +29.7% | -44.5% | -24.6% |
| 5Y | -88.7% | +153.9% | -242.5% | -91.9% |
| All | -4.8% | +493.1% | -497.9% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling