+17.6%
RMD vs UPST
-15.8%
+33.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.6% |
| 7D | +2.3% | -4.9% | +7.2% | +2.6% |
| 30D | +4.1% | -8.9% | +13.0% | +4.6% |
| 3M | +5.7% | -26.3% | +32.0% | +7.3% |
| 6M | +12.9% | -23.7% | +36.6% | +14.2% |
| YTD | -1.5% | -49.9% | +48.4% | +1.3% |
| 1Y | -4.8% | -42.0% | +37.2% | -2.9% |
| 3Y | +57.5% | -25.3% | +82.8% | +53.3% |
| 5Y | -5.5% | -93.4% | +87.9% | -8.7% |
| All | +17.6% | -15.8% | +33.4% | +9.7% |
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