-89.3%
UPST vs RY
+140.8%
-230.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -0.4% |
| 7D | -3.5% | +3.1% | -6.7% | -8.5% |
| 30D | -7.1% | -0.3% | -6.8% | -7.0% |
| 3M | -13.1% | +8.7% | -21.7% | -25.4% |
| 6M | -1.1% | +28.5% | -29.6% | -36.7% |
| YTD | -35.9% | +25.1% | -61.0% | -56.7% |
| 1Y | -57.4% | +46.3% | -103.7% | -78.0% |
| 3Y | -14.9% | +154.9% | -169.8% | -84.0% |
| All | -89.3% | +140.8% | -230.1% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling