+114.0%
RIG vs UPST
-21.5%
+135.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.5% | +0.9% |
| 7D | -12.2% | -4.5% | -7.7% | -12.0% |
| 30D | -6.0% | -15.3% | +9.3% | -4.9% |
| 3M | -9.4% | -32.4% | +23.0% | -6.8% |
| 6M | -19.1% | -29.5% | +10.5% | -17.4% |
| YTD | +25.4% | -53.3% | +78.8% | +31.4% |
| 1Y | +23.3% | -47.4% | +70.7% | +27.6% |
| 3Y | -22.1% | -2.2% | -19.9% | -26.6% |
| 5Y | +50.1% | -92.0% | +142.2% | +43.9% |
| All | +114.0% | -21.5% | +135.5% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling