+311.9%
ROIV vs UPST
-28.6%
+340.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.3% | +1.1% | -3.6% |
| 7D | -2.4% | -10.9% | +8.5% | -1.3% |
| 30D | +3.1% | -7.2% | +10.3% | +3.8% |
| 3M | +5.8% | -26.7% | +32.5% | +8.9% |
| 6M | +29.3% | -29.0% | +58.3% | +33.1% |
| YTD | +68.8% | -49.4% | +118.1% | +77.9% |
| 1Y | +81.0% | -47.0% | +128.0% | +89.7% |
| All | +311.9% | -28.6% | +340.5% | +294.1% |
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 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