-91.6%
UPST vs RRX
+9.8%
-101.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +4.0% |
| 7D | -10.6% | +4.3% | -15.0% | -13.9% |
| 30D | -14.0% | +12.3% | -26.3% | -23.8% |
| 3M | -36.8% | +3.7% | -40.5% | -40.6% |
| 6M | -27.5% | -13.9% | -13.6% | -24.4% |
| YTD | -55.3% | +26.5% | -81.7% | -71.6% |
| 1Y | -47.5% | +29.3% | -76.9% | -67.6% |
| 3Y | -10.4% | +65.6% | -76.0% | -60.4% |
| All | -91.6% | +9.8% | -101.4% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling