+90.3%
RIO vs UPST
-92.5%
+182.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -0.9% | -10.6% | +9.7% | -0.4% |
| 30D | -9.1% | -14.0% | +4.9% | -8.5% |
| 3M | -13.7% | -36.8% | +23.2% | -11.8% |
| 6M | -24.3% | -27.5% | +3.2% | -23.3% |
| YTD | +8.9% | -55.3% | +64.2% | +12.4% |
| 1Y | +22.7% | -47.5% | +70.2% | +25.6% |
| 3Y | +51.2% | -10.4% | +61.6% | +44.9% |
| All | +90.3% | -92.5% | +182.8% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling