-93.3%
UPST vs RY
+124.6%
-217.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -0.3% |
| 7D | -10.9% | -1.1% | -9.8% | -8.8% |
| 30D | -7.2% | +4.4% | -11.6% | -13.8% |
| 3M | -26.7% | -2.9% | -23.7% | -23.0% |
| 6M | -29.0% | +15.6% | -44.5% | -45.6% |
| YTD | -49.4% | +21.8% | -71.2% | -64.3% |
| 1Y | -47.0% | +42.6% | -89.6% | -71.6% |
| 3Y | -27.0% | +160.9% | -187.9% | -87.2% |
| 5Y | -93.3% | +126.1% | -219.4% | -98.4% |
| All | -93.3% | +124.6% | -217.9% | -98.4% |
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