-49.2%
RBLX vs UPST
-50.9%
+1.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.9% | +4.6% | +0.3% |
| 7D | +7.9% | -13.5% | +21.4% | +13.7% |
| 30D | +3.9% | -19.6% | +23.5% | +12.7% |
| 3M | +44.7% | -34.2% | +78.9% | +66.7% |
| 6M | +23.8% | -31.2% | +55.0% | +41.1% |
| YTD | -36.5% | -56.2% | +19.7% | -20.2% |
| All | -49.2% | -50.9% | +1.7% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling