+210.7%
RMBS vs UPST
-93.6%
+304.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.1% | +8.1% | +7.1% |
| 7D | -12.0% | -4.9% | -7.0% | -11.3% |
| 30D | -33.1% | -8.9% | -24.3% | -32.2% |
| 3M | -23.7% | -26.3% | +2.6% | -20.1% |
| 6M | -42.7% | -23.7% | -19.0% | -40.4% |
| YTD | -18.9% | -49.9% | +31.1% | -10.6% |
| 1Y | -30.0% | -42.0% | +12.0% | -24.7% |
| 3Y | +28.8% | -25.3% | +54.1% | +24.2% |
| All | +210.7% | -93.6% | +304.2% | +235.1% |
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 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