+584.7%
RVMD vs UPST
-90.2%
+674.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.7% |
| 7D | -1.2% | -1.5% | +0.3% | -1.0% |
| 30D | +1.1% | -13.2% | +14.3% | +3.0% |
| 3M | +39.6% | -13.0% | +52.6% | +42.0% |
| 6M | +110.7% | -2.9% | +113.6% | +109.4% |
| YTD | +160.3% | -38.3% | +198.6% | +174.0% |
| 1Y | +404.9% | -60.5% | +465.4% | +462.4% |
| 3Y | +545.5% | -11.7% | +557.2% | +465.3% |
| 5Y | +584.7% | -90.2% | +674.8% | +565.6% |
| All | +584.7% | -90.2% | +674.9% | +565.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling