-66.2%
RBLX vs UPST
-62.6%
-3.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.7% |
| 7D | +8.1% | -12.0% | +20.1% | +12.3% |
| 30D | +23.9% | -16.0% | +39.9% | +30.2% |
| 3M | +8.1% | -17.2% | +25.3% | +14.6% |
| 6M | -23.7% | -10.9% | -12.8% | -22.7% |
| YTD | -44.6% | -42.6% | -2.0% | -36.9% |
| 1Y | -66.2% | -59.8% | -6.4% | -60.2% |
| All | -66.2% | -62.6% | -3.7% | -60.2% |
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