+62.8%
RIOT vs UPST
-24.8%
+87.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -2.4% |
| 7D | +4.8% | -10.6% | +15.5% | +8.4% |
| 30D | +16.0% | -14.0% | +30.0% | +21.7% |
| 3M | -8.8% | -36.8% | +28.0% | +5.4% |
| 6M | -29.7% | -27.5% | -2.2% | -22.9% |
| YTD | +38.3% | -55.3% | +93.6% | +74.4% |
| 1Y | +26.2% | -47.5% | +73.8% | +51.5% |
| 3Y | +79.0% | -10.4% | +89.4% | +58.6% |
| 5Y | -60.4% | -92.6% | +32.2% | -52.7% |
| All | +62.8% | -24.8% | +87.6% | +47.2% |
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