+7.9%
RDW vs UPST
-55.7%
+63.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.8% | +10.5% | +7.6% |
| 7D | +9.5% | -1.5% | +11.0% | +9.8% |
| 30D | -17.4% | -13.2% | -4.1% | -14.5% |
| 3M | -39.5% | -13.0% | -26.6% | -37.2% |
| 6M | +31.3% | -2.9% | +34.2% | +33.5% |
| YTD | +47.8% | -38.3% | +86.1% | +68.1% |
| 1Y | +33.8% | -60.5% | +94.3% | +67.9% |
| 3Y | +262.3% | -11.7% | +274.0% | +254.6% |
| 5Y | -5.7% | -90.2% | +84.5% | -3.9% |
| All | +7.9% | -55.7% | +63.6% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling