-47.8%
RBLX vs UPST
-92.3%
+44.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | +1.2% |
| 7D | +12.6% | -4.5% | +17.1% | +13.9% |
| 30D | +6.4% | -15.3% | +21.8% | +11.0% |
| 3M | +38.2% | -32.4% | +70.6% | +51.8% |
| 6M | +22.1% | -29.5% | +51.7% | +32.3% |
| YTD | -36.8% | -53.3% | +16.5% | -25.6% |
| 1Y | -51.4% | -47.4% | -4.1% | -44.7% |
| 3Y | +33.2% | -2.2% | +35.4% | -2.8% |
| All | -47.8% | -92.3% | +44.5% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling