+190.3%
RDDT vs UPST
-4.1%
+194.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -0.7% |
| 7D | -7.4% | -8.1% | +0.7% | -4.9% |
| 30D | -7.7% | -14.3% | +6.6% | -3.4% |
| 3M | -17.8% | -16.6% | -1.1% | -13.0% |
| 6M | +5.5% | -7.3% | +12.7% | +7.7% |
| YTD | -36.3% | -40.8% | +4.5% | -27.1% |
| 1Y | -39.0% | -62.4% | +23.4% | -22.1% |
| All | +190.3% | -4.1% | +194.5% | +205.9% |
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