+379.0%
ROIV vs UPST
-93.3%
+472.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.4% |
| 7D | +13.3% | +4.4% | +8.9% | +12.7% |
| 30D | +14.8% | -7.7% | +22.4% | +15.8% |
| 3M | +11.9% | -28.4% | +40.3% | +16.2% |
| 6M | +42.4% | -23.2% | +65.6% | +46.1% |
| YTD | +87.4% | -49.1% | +136.5% | +100.4% |
| 1Y | +97.2% | -42.4% | +139.6% | +107.3% |
| 3Y | +375.7% | +5.4% | +370.3% | +315.0% |
| 5Y | +379.0% | -92.9% | +471.9% | +331.1% |
| All | +379.0% | -93.3% | +472.4% | +331.1% |
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 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