+39.7%
RIG vs UPST
-48.7%
+88.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +9.4% | -17.0% | -7.3% |
| 7D | -18.8% | -3.1% | -15.6% | -18.7% |
| 30D | -1.1% | -4.0% | +2.9% | -1.0% |
| 3M | +4.4% | -22.9% | +27.3% | +3.8% |
| 6M | -20.8% | -27.1% | +6.3% | -21.3% |
| YTD | +32.0% | -46.5% | +78.5% | +32.7% |
| 1Y | +39.7% | -49.4% | +89.2% | +40.5% |
| All | +39.7% | -48.7% | +88.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling