-26.7%
RIOT vs UPST
-90.2%
+63.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.8% | +5.9% | +3.6% |
| 7D | +25.1% | -1.5% | +26.6% | +25.9% |
| 30D | +8.5% | -13.2% | +21.7% | +14.1% |
| 3M | -13.4% | -13.0% | -0.4% | -9.3% |
| 6M | +57.1% | -2.9% | +60.0% | +55.0% |
| YTD | +75.7% | -38.3% | +114.0% | +105.3% |
| 1Y | +65.6% | -60.5% | +126.1% | +127.8% |
| 3Y | +103.3% | -11.7% | +115.0% | +62.3% |
| 5Y | -26.7% | -90.2% | +63.4% | -15.7% |
| All | -26.7% | -90.2% | +63.5% | -15.7% |
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 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