+50.1%
RIO vs UPST
-29.4%
+79.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +2.2% | -4.9% | +7.2% | +2.5% |
| 30D | -10.1% | -8.9% | -1.3% | -9.8% |
| 3M | -14.1% | -26.3% | +12.2% | -12.9% |
| 6M | -18.9% | -23.7% | +4.8% | -18.0% |
| YTD | +9.9% | -49.9% | +59.9% | +12.8% |
| 1Y | +27.0% | -42.0% | +69.0% | +29.4% |
| 3Y | +50.1% | -25.3% | +75.4% | +45.0% |
| All | +50.1% | -29.4% | +79.5% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling