+381.3%
RVMD vs UPST
-0.4%
+381.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.6% |
| 7D | -0.7% | -8.1% | +7.4% | +0.2% |
| 30D | +0.3% | -14.3% | +14.6% | +2.0% |
| 3M | +38.9% | -16.6% | +55.5% | +41.3% |
| 6M | +108.1% | -7.3% | +115.4% | +108.3% |
| YTD | +160.7% | -40.8% | +201.5% | +172.5% |
| 1Y | +407.3% | -62.4% | +469.7% | +453.8% |
| 3Y | +546.6% | -15.3% | +561.9% | +496.5% |
| 5Y | +579.8% | -91.1% | +670.9% | +534.0% |
| All | +381.3% | -0.4% | +381.7% | +392.9% |
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 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