-91.6%
UPST vs RVTY
-15.1%
-76.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +3.6% |
| 7D | -10.6% | -0.5% | -10.2% | -10.3% |
| 30D | -14.0% | +1.5% | -15.5% | -15.5% |
| 3M | -36.8% | +31.5% | -68.3% | -51.4% |
| 6M | -27.5% | +62.7% | -90.2% | -54.6% |
| YTD | -55.3% | +60.0% | -115.2% | -72.0% |
| 1Y | -47.5% | +65.7% | -113.3% | -68.3% |
| 3Y | -10.4% | +85.2% | -95.6% | -55.0% |
| All | -91.6% | -15.1% | -76.5% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling