+2.0%
RDW vs UPST
-58.0%
+60.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.8% |
| 7D | +0.9% | -8.8% | +9.6% | +3.2% |
| 30D | -21.3% | -12.1% | -9.2% | -18.8% |
| 3M | -37.9% | -19.5% | -18.4% | -34.3% |
| 6M | +12.3% | -6.8% | +19.1% | +15.3% |
| YTD | +39.7% | -41.5% | +81.2% | +61.1% |
| 1Y | +25.7% | -58.9% | +84.5% | +56.7% |
| 3Y | +230.8% | -15.2% | +246.0% | +227.4% |
| 5Y | -8.8% | -90.5% | +81.8% | -5.8% |
| All | +2.0% | -58.0% | +60.0% | +3.5% |
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