-14.8%
UPST vs RRX
+46.1%
-61.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.1% | -1.5% |
| 7D | -12.0% | -3.7% | -8.2% | -9.2% |
| 30D | -16.0% | -9.3% | -6.7% | -9.2% |
| 3M | -17.2% | -21.8% | +4.6% | -3.1% |
| 6M | -10.9% | -22.0% | +11.1% | -1.1% |
| YTD | -42.6% | +11.9% | -54.5% | -57.2% |
| 1Y | -59.8% | +11.6% | -71.4% | -70.4% |
| 3Y | -17.9% | +2.2% | -20.1% | -35.2% |
| 5Y | -90.7% | +14.9% | -105.6% | -93.1% |
| All | -14.8% | +46.1% | -61.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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