+389.7%
RMBS vs UPST
-0.4%
+390.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.4% |
| 7D | +3.5% | -8.1% | +11.6% | +4.5% |
| 30D | -8.6% | -14.3% | +5.7% | -6.9% |
| 3M | -40.3% | -16.6% | -23.7% | -38.9% |
| 6M | -1.0% | -7.3% | +6.3% | -0.6% |
| YTD | -4.6% | -40.8% | +36.2% | +1.0% |
| 1Y | +17.6% | -62.4% | +80.0% | +30.6% |
| 3Y | +58.6% | -15.3% | +74.0% | +52.6% |
| 5Y | +270.9% | -91.1% | +362.0% | +267.8% |
| All | +389.7% | -0.4% | +390.1% | +326.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling