+84.4%
ROKU vs UPST
-13.2%
+97.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.7% | +0.8% |
| 7D | -0.1% | -1.5% | +1.4% | +0.2% |
| 30D | +1.5% | -13.2% | +14.7% | +4.8% |
| 3M | +25.7% | -13.0% | +38.7% | +28.8% |
| 6M | +54.5% | -2.9% | +57.3% | +52.3% |
| YTD | +43.2% | -38.3% | +81.5% | +57.2% |
| 1Y | +56.3% | -60.5% | +116.7% | +89.6% |
| All | +84.4% | -13.2% | +97.6% | +38.4% |
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