+299.3%
RVMD vs UPST
-24.8%
+324.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.6% |
| 7D | -10.4% | -10.6% | +0.2% | -9.2% |
| 30D | -11.0% | -14.0% | +3.0% | -9.5% |
| 3M | -14.7% | -36.8% | +22.1% | -10.4% |
| 6M | +14.9% | -27.5% | +42.4% | +18.4% |
| YTD | +116.3% | -55.3% | +171.6% | +133.0% |
| 1Y | +167.6% | -47.5% | +215.2% | +182.6% |
| 3Y | +776.8% | -10.4% | +787.2% | +707.9% |
| 5Y | +424.8% | -92.6% | +517.4% | +403.7% |
| All | +299.3% | -24.8% | +324.1% | +321.4% |
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 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