+115.3%
RIO vs UPST
+7.9%
+107.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.5% |
| 7D | 0.0% | -3.5% | +3.5% | +0.1% |
| 30D | +4.0% | -7.1% | +11.1% | +4.2% |
| 3M | +0.1% | -13.1% | +13.2% | +0.6% |
| 6M | +12.7% | -1.1% | +13.8% | +12.4% |
| YTD | +35.6% | -35.9% | +71.4% | +37.2% |
| 1Y | +73.7% | -57.4% | +131.1% | +78.0% |
| 3Y | +93.3% | -14.9% | +108.2% | +87.5% |
| 5Y | +92.4% | -88.7% | +181.1% | +87.2% |
| All | +115.3% | +7.9% | +107.4% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling