-37.7%
RBLX vs UPST
-51.0%
+13.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.6% |
| 7D | +12.4% | -3.5% | +15.9% | +13.1% |
| 30D | +19.7% | -7.1% | +26.8% | +21.2% |
| 3M | -0.1% | -13.1% | +13.0% | +2.4% |
| 6M | -35.7% | -1.1% | -34.6% | -36.3% |
| YTD | -46.6% | -35.9% | -10.7% | -42.9% |
| 1Y | -66.6% | -57.4% | -9.2% | -62.0% |
| 3Y | +52.3% | -14.9% | +67.2% | +27.7% |
| 5Y | -47.7% | -88.7% | +40.9% | -55.2% |
| All | -37.7% | -51.0% | +13.4% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling