+337.3%
ROIV vs UPST
-29.4%
+366.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.3% |
| 7D | +5.3% | -4.9% | +10.2% | +5.9% |
| 30D | +11.9% | -8.9% | +20.8% | +12.9% |
| 3M | +10.7% | -26.3% | +37.0% | +13.9% |
| 6M | +34.9% | -23.7% | +58.6% | +37.9% |
| YTD | +79.2% | -49.9% | +129.1% | +89.1% |
| 1Y | +89.0% | -42.0% | +131.0% | +96.7% |
| 3Y | +337.3% | -25.3% | +362.6% | +318.9% |
| All | +337.3% | -29.4% | +366.7% | +318.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling