+899.8%
RVMD vs UPST
+2.1%
+897.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.4% | +3.9% |
| 7D | +6.4% | +4.4% | +2.0% | +5.8% |
| 30D | +5.5% | -7.7% | +13.2% | +6.4% |
| 3M | -2.4% | -28.4% | +26.0% | +1.5% |
| 6M | +41.1% | -23.2% | +64.3% | +44.9% |
| YTD | +151.3% | -49.1% | +200.4% | +167.9% |
| 1Y | +228.1% | -42.4% | +270.4% | +243.6% |
| 3Y | +899.8% | +5.4% | +894.4% | +757.8% |
| All | +899.8% | +2.1% | +897.7% | +757.8% |
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