+514.0%
RVMD vs UPST
-93.3%
+607.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.4% | +3.8% |
| 7D | +6.4% | +4.4% | +2.0% | +5.7% |
| 30D | +5.5% | -7.7% | +13.2% | +6.6% |
| 3M | -2.4% | -28.4% | +26.0% | +2.1% |
| 6M | +41.1% | -23.2% | +64.3% | +45.5% |
| YTD | +151.3% | -49.1% | +200.4% | +171.6% |
| 1Y | +228.1% | -42.4% | +270.4% | +247.1% |
| 3Y | +899.8% | +5.4% | +894.4% | +752.5% |
| 5Y | +514.0% | -92.9% | +606.9% | +565.6% |
| All | +514.0% | -93.3% | +607.3% | +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