+238.6%
RDW vs UPST
-19.3%
+257.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.6% | +2.8% |
| 7D | +4.8% | -12.0% | +16.8% | +10.2% |
| 30D | -19.5% | -16.0% | -3.5% | -14.1% |
| 3M | -26.9% | -17.2% | -9.7% | -21.1% |
| 6M | +17.8% | -10.9% | +28.6% | +24.4% |
| YTD | +43.0% | -42.6% | +85.6% | +77.3% |
| 1Y | +32.1% | -59.8% | +91.9% | +82.8% |
| All | +238.6% | -19.3% | +257.9% | +263.6% |
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