+265.7%
RMBS vs UPST
-90.2%
+355.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.3% |
| 7D | +3.0% | -1.5% | +4.4% | +3.2% |
| 30D | -14.4% | -13.2% | -1.2% | -12.6% |
| 3M | -42.8% | -13.0% | -29.9% | -41.6% |
| 6M | -1.4% | -2.9% | +1.5% | -1.7% |
| YTD | -5.4% | -38.3% | +32.9% | +0.9% |
| 1Y | +18.6% | -60.5% | +79.0% | +34.1% |
| 3Y | +57.3% | -11.7% | +69.0% | +47.5% |
| 5Y | +265.7% | -90.2% | +355.9% | +263.8% |
| All | +265.7% | -90.2% | +355.9% | +263.8% |
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