+136.0%
RIG vs UPST
-0.4%
+136.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.5% |
| 7D | -8.2% | -8.1% | -0.1% | -7.6% |
| 30D | -0.2% | -14.3% | +14.1% | +1.0% |
| 3M | -2.7% | -16.6% | +13.9% | -1.7% |
| 6M | -7.5% | -7.3% | -0.2% | -7.9% |
| YTD | +38.3% | -40.8% | +79.1% | +42.4% |
| 1Y | +81.8% | -62.4% | +144.3% | +94.2% |
| 3Y | -30.2% | -15.3% | -14.9% | -34.0% |
| 5Y | +59.9% | -91.1% | +151.0% | +51.1% |
| All | +136.0% | -0.4% | +136.4% | +95.0% |
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