+95.2%
RDDT vs UPST
-27.6%
+122.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.8% |
| 7D | +3.5% | -10.6% | +14.2% | +7.4% |
| 30D | -33.7% | -14.0% | -19.8% | -29.8% |
| 3M | -37.7% | -36.8% | -0.9% | -27.6% |
| 6M | -36.1% | -27.5% | -8.6% | -28.6% |
| YTD | -57.2% | -55.3% | -1.9% | -46.0% |
| 1Y | -48.0% | -47.5% | -0.5% | -37.5% |
| All | +95.2% | -27.6% | +122.8% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling