-52.4%
ROKU vs UPST
-1.6%
-50.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.1% |
| 7D | -0.4% | -8.8% | +8.3% | +1.7% |
| 30D | +2.1% | -12.1% | +14.1% | +4.8% |
| 3M | +29.5% | -19.5% | +49.0% | +34.8% |
| 6M | +53.8% | -6.8% | +60.6% | +53.5% |
| YTD | +42.8% | -41.5% | +84.3% | +57.4% |
| 1Y | +60.7% | -58.9% | +119.6% | +89.9% |
| 3Y | +83.9% | -15.2% | +99.0% | +59.8% |
| 5Y | -52.8% | -90.5% | +37.7% | -55.1% |
| All | -52.4% | -1.6% | -50.9% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling