+29.1%
RIO vs UPST
-44.0%
+73.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.5% | +3.0% |
| 7D | +4.4% | +4.4% | 0.0% | +4.0% |
| 30D | -8.9% | -7.7% | -1.2% | -8.3% |
| 3M | -12.7% | -28.4% | +15.8% | -10.1% |
| 6M | -16.2% | -23.2% | +6.9% | -14.3% |
| YTD | +13.4% | -49.1% | +62.5% | +18.6% |
| All | +29.1% | -44.0% | +73.1% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling