-25.3%
UPST vs RVTY
+78.0%
-103.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -3.3% |
| 7D | -4.9% | -1.2% | -3.7% | -4.5% |
| 30D | -8.9% | +1.0% | -9.9% | -9.8% |
| 3M | -26.3% | +35.8% | -62.2% | -43.1% |
| 6M | -23.7% | +56.7% | -80.4% | -48.1% |
| YTD | -49.9% | +60.7% | -110.7% | -67.0% |
| 1Y | -42.0% | +73.7% | -115.7% | -64.2% |
| 3Y | -25.3% | +82.8% | -108.1% | -71.1% |
| All | -25.3% | +78.0% | -103.2% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling