+347.4%
RVMD vs UPST
-21.5%
+368.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.3% | +4.7% | -2.6% |
| 7D | -0.6% | -4.5% | +3.9% | 0.0% |
| 30D | +1.7% | -15.3% | +17.1% | +3.6% |
| 3M | -6.7% | -32.4% | +25.7% | -2.7% |
| 6M | +36.1% | -29.5% | +65.7% | +40.7% |
| YTD | +142.4% | -53.3% | +195.7% | +159.9% |
| 1Y | +207.8% | -47.4% | +255.1% | +224.9% |
| 3Y | +879.5% | -2.2% | +881.7% | +793.7% |
| 5Y | +509.0% | -92.0% | +601.1% | +481.3% |
| All | +347.4% | -21.5% | +368.9% | +370.0% |
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