+32.1%
RBLX vs UPST
-0.8%
+32.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | +0.3% |
| 7D | +12.6% | -4.5% | +17.1% | +13.3% |
| 30D | +6.4% | -15.3% | +21.8% | +9.0% |
| 3M | +38.2% | -32.4% | +70.6% | +45.3% |
| 6M | +22.1% | -29.5% | +51.7% | +27.8% |
| YTD | -36.8% | -53.3% | +16.5% | -31.6% |
| 1Y | -51.4% | -47.4% | -4.1% | -48.0% |
| All | +32.1% | -0.8% | +32.9% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling