+250.4%
ROIV vs UPST
-88.8%
+339.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.7% |
| 7D | +0.6% | -3.5% | +4.2% | +1.0% |
| 30D | +1.0% | -7.1% | +8.1% | +1.7% |
| 3M | +18.3% | -13.1% | +31.4% | +19.9% |
| 6M | +18.3% | -1.1% | +19.4% | +17.6% |
| YTD | +61.0% | -35.9% | +96.8% | +67.1% |
| 1Y | +177.9% | -57.4% | +235.3% | +199.5% |
| 3Y | +199.1% | -14.9% | +213.9% | +171.4% |
| All | +250.4% | -88.8% | +339.1% | +149.3% |
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