-25.7%
UPST vs RY
+199.0%
-224.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | +1.0% |
| 7D | -4.9% | -0.9% | -4.0% | -3.3% |
| 30D | -8.9% | +5.9% | -14.7% | -16.7% |
| 3M | -26.3% | -4.3% | -22.1% | -21.1% |
| 6M | -23.7% | +12.1% | -35.8% | -37.3% |
| YTD | -49.9% | +20.3% | -70.2% | -63.1% |
| 1Y | -42.0% | +41.0% | -83.0% | -67.0% |
| 3Y | -25.3% | +157.5% | -182.8% | -84.5% |
| 5Y | -93.4% | +123.2% | -216.6% | -98.1% |
| All | -25.7% | +199.0% | -224.7% | -78.0% |
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