+377.4%
RMBS vs UPST
+7.9%
+369.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.5% |
| 7D | -0.3% | -3.5% | +3.2% | +0.1% |
| 30D | -12.2% | -7.1% | -5.0% | -11.4% |
| 3M | -49.5% | -13.1% | -36.5% | -48.6% |
| 6M | -7.1% | -1.1% | -6.1% | -7.5% |
| YTD | -7.0% | -35.9% | +28.9% | -2.5% |
| 1Y | +13.3% | -57.4% | +70.8% | +23.9% |
| 3Y | +49.2% | -14.9% | +64.1% | +43.1% |
| 5Y | +250.0% | -88.7% | +338.6% | +241.4% |
| All | +377.4% | +7.9% | +369.5% | +311.4% |
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