-35.4%
RBLX vs UPST
-56.2%
+20.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.4% |
| 7D | +8.1% | -12.0% | +20.1% | +10.6% |
| 30D | +23.9% | -16.0% | +39.9% | +27.7% |
| 3M | +8.1% | -17.2% | +25.3% | +11.8% |
| 6M | -23.7% | -10.9% | -12.8% | -23.0% |
| YTD | -44.6% | -42.6% | -2.0% | -39.6% |
| 1Y | -66.2% | -59.8% | -6.4% | -61.1% |
| 3Y | +54.7% | -17.9% | +72.6% | +30.2% |
| 5Y | -48.9% | -90.7% | +41.8% | -55.3% |
| All | -35.4% | -56.2% | +20.8% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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