-28.2%
RBLX vs UPST
-65.9%
+37.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.1% | -3.3% |
| 7D | +1.2% | -10.6% | +11.9% | +3.3% |
| 30D | +5.0% | -14.0% | +19.0% | +8.1% |
| 3M | +31.5% | -36.8% | +68.4% | +43.2% |
| 6M | +18.9% | -27.5% | +46.5% | +26.0% |
| YTD | -38.4% | -55.3% | +16.9% | -29.5% |
| 1Y | -50.7% | -47.5% | -3.2% | -45.4% |
| 3Y | +28.8% | -10.4% | +39.2% | +8.1% |
| 5Y | -53.6% | -92.6% | +39.0% | -57.3% |
| All | -28.2% | -65.9% | +37.7% | -29.1% |
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