-33.6%
UPST vs RY
+200.7%
-234.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.4% |
| 7D | -10.6% | +0.6% | -11.2% | -11.3% |
| 30D | -14.0% | +5.0% | -19.0% | -20.2% |
| 3M | -36.8% | -5.3% | -31.5% | -30.9% |
| 6M | -27.5% | +13.8% | -41.4% | -41.8% |
| YTD | -55.3% | +21.0% | -76.2% | -67.2% |
| 1Y | -47.5% | +40.5% | -88.0% | -69.9% |
| 3Y | -10.4% | +159.7% | -170.1% | -81.6% |
| 5Y | -92.6% | +124.3% | -216.9% | -97.9% |
| All | -33.6% | +200.7% | -234.3% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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