-14.2%
UPST vs RRX
+3.6%
-17.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -2.4% |
| 7D | -8.1% | -0.7% | -7.4% | -7.7% |
| 30D | -14.3% | -8.0% | -6.3% | -9.7% |
| 3M | -16.6% | -25.1% | +8.4% | -2.9% |
| 6M | -7.3% | -18.3% | +11.0% | -2.4% |
| YTD | -40.8% | +14.2% | -54.9% | -54.1% |
| 1Y | -62.4% | +13.0% | -75.5% | -70.9% |
| All | -14.2% | +3.6% | -17.8% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling