+288.8%
ROIV vs UPST
-15.8%
+304.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.3% |
| 7D | +5.3% | -4.9% | +10.2% | +5.8% |
| 30D | +11.9% | -8.9% | +20.8% | +12.7% |
| 3M | +10.7% | -26.3% | +37.0% | +13.3% |
| 6M | +34.9% | -23.7% | +58.6% | +37.4% |
| YTD | +79.2% | -49.9% | +129.1% | +87.7% |
| 1Y | +89.0% | -42.0% | +131.0% | +95.4% |
| 3Y | +337.3% | -25.3% | +362.6% | +316.8% |
| 5Y | +402.3% | -93.4% | +495.7% | +364.8% |
| All | +288.8% | -15.8% | +304.6% | +266.5% |
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