+373.1%
ROIV vs UPST
-93.2%
+466.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.3% | +1.1% | -3.6% |
| 7D | -2.4% | -10.9% | +8.5% | -1.0% |
| 30D | +3.1% | -7.2% | +10.3% | +3.9% |
| 3M | +5.8% | -26.7% | +32.5% | +9.6% |
| 6M | +29.3% | -29.0% | +58.3% | +33.8% |
| YTD | +68.8% | -49.4% | +118.1% | +80.4% |
| 1Y | +81.0% | -47.0% | +128.0% | +91.8% |
| 3Y | +294.6% | -27.0% | +321.6% | +260.7% |
| 5Y | +373.1% | -93.3% | +466.4% | +271.9% |
| All | +373.1% | -93.2% | +466.3% | +271.9% |
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 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