+141.7%
RIG vs UPST
+7.9%
+133.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | +0.9% | -3.5% | +4.4% | +1.2% |
| 30D | +13.8% | -7.1% | +20.9% | +14.4% |
| 3M | -6.4% | -13.1% | +6.7% | -5.7% |
| 6M | -8.2% | -1.1% | -7.1% | -9.1% |
| YTD | +41.6% | -35.9% | +77.5% | +45.0% |
| 1Y | +88.7% | -57.4% | +146.1% | +99.4% |
| 3Y | -30.9% | -14.9% | -16.0% | -34.7% |
| 5Y | +57.7% | -88.7% | +146.3% | +47.8% |
| All | +141.7% | +7.9% | +133.9% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling