-8.4%
UPST vs RVTY
-11.2%
+2.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.4% | -1.4% | -1.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | -13.2% | +10.8% | -24.1% | -21.0% |
| 3M | -13.0% | +26.8% | -39.7% | -30.4% |
| 6M | -2.9% | +39.3% | -42.2% | -29.9% |
| YTD | -38.3% | +31.6% | -69.9% | -53.0% |
| 1Y | -60.5% | +47.7% | -108.1% | -72.9% |
| 3Y | -11.7% | +19.9% | -31.7% | -31.2% |
| 5Y | -90.2% | -32.3% | -57.8% | -86.4% |
| All | -8.4% | -11.2% | +2.7% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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