+116.5%
RIO vs UPST
+3.8%
+112.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.4% | +0.7% |
| 7D | +1.9% | -1.5% | +3.4% | +2.0% |
| 30D | +5.0% | -13.2% | +18.2% | +5.5% |
| 3M | +5.1% | -13.0% | +18.1% | +5.6% |
| 6M | +17.6% | -2.9% | +20.5% | +17.4% |
| YTD | +36.3% | -38.3% | +74.6% | +38.1% |
| 1Y | +71.2% | -60.5% | +131.6% | +75.9% |
| 3Y | +102.7% | -11.7% | +114.4% | +96.4% |
| 5Y | +99.6% | -90.2% | +189.7% | +94.7% |
| All | +116.5% | +3.8% | +112.7% | +92.0% |
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