-93.5%
UPST vs RY
+122.0%
-215.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | +1.1% |
| 7D | -4.9% | -0.9% | -4.0% | -3.2% |
| 30D | -8.9% | +5.9% | -14.7% | -17.2% |
| 3M | -26.3% | -4.3% | -22.1% | -20.8% |
| 6M | -23.7% | +12.1% | -35.8% | -38.2% |
| YTD | -49.9% | +20.3% | -70.2% | -63.9% |
| 1Y | -42.0% | +41.0% | -83.0% | -68.3% |
| 3Y | -25.3% | +157.5% | -182.8% | -86.6% |
| All | -93.5% | +122.0% | -215.5% | -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