+80.1%
RIO vs UPST
-14.4%
+94.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.5% | +3.1% |
| 7D | +4.4% | +4.4% | 0.0% | +4.2% |
| 30D | -8.9% | -7.7% | -1.2% | -8.6% |
| 3M | -12.7% | -28.4% | +15.8% | -11.6% |
| 6M | -16.2% | -23.2% | +6.9% | -15.6% |
| YTD | +13.4% | -49.1% | +62.5% | +15.7% |
| 1Y | +30.9% | -42.4% | +73.3% | +32.8% |
| 3Y | +60.2% | +5.4% | +54.8% | +54.7% |
| 5Y | +98.9% | -92.9% | +191.8% | +95.5% |
| All | +80.1% | -14.4% | +94.5% | +60.9% |
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