-48.4%
RBLX vs UPST
-90.4%
+42.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | +0.3% |
| 7D | +8.0% | -8.1% | +16.1% | +10.1% |
| 30D | +20.2% | -14.3% | +34.5% | +24.3% |
| 3M | +3.5% | -16.6% | +20.2% | +7.8% |
| 6M | -28.9% | -7.3% | -21.7% | -28.8% |
| YTD | -45.1% | -40.8% | -4.3% | -39.2% |
| 1Y | -66.2% | -62.4% | -3.8% | -59.1% |
| 3Y | +53.5% | -15.3% | +68.8% | +17.1% |
| 5Y | -48.4% | -91.1% | +42.6% | -54.9% |
| All | -48.4% | -90.4% | +42.0% | -54.9% |
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