+71.2%
RIO vs UPST
-59.7%
+130.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +0.8% |
| 7D | +1.9% | -1.5% | +3.4% | +2.0% |
| 30D | +5.0% | -13.2% | +18.2% | +6.0% |
| 3M | +5.1% | -13.0% | +18.1% | +6.1% |
| 6M | +17.6% | -2.9% | +20.5% | +17.5% |
| YTD | +36.3% | -38.3% | +74.6% | +39.0% |
| 1Y | +71.2% | -60.5% | +131.6% | +69.5% |
| All | +71.2% | -59.7% | +130.9% | +69.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling