+68.0%
RIOT vs UPST
-21.5%
+89.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.3% | +10.6% | +5.0% |
| 7D | +29.0% | -4.5% | +33.5% | +30.7% |
| 30D | +7.1% | -15.3% | +22.4% | +13.1% |
| 3M | -6.8% | -32.4% | +25.6% | +5.2% |
| 6M | -24.9% | -29.5% | +4.6% | -16.9% |
| YTD | +42.7% | -53.3% | +96.0% | +77.6% |
| 1Y | +4.4% | -47.4% | +51.7% | +25.3% |
| 3Y | +74.5% | -2.2% | +76.7% | +50.4% |
| 5Y | -50.5% | -92.0% | +41.6% | -41.9% |
| All | +68.0% | -21.5% | +89.5% | +50.0% |
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 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