+17.0%
RMD vs UPST
-21.5%
+38.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.2% |
| 7D | +3.1% | -4.5% | +7.6% | +3.3% |
| 30D | +1.8% | -15.3% | +17.1% | +2.6% |
| 3M | +6.7% | -32.4% | +39.1% | +8.8% |
| 6M | +13.9% | -29.5% | +43.4% | +15.6% |
| YTD | -2.0% | -53.3% | +51.3% | +1.2% |
| 1Y | -5.4% | -47.4% | +42.0% | -3.0% |
| 3Y | +67.4% | -2.2% | +69.6% | +61.4% |
| 5Y | -5.7% | -92.0% | +86.3% | -8.6% |
| All | +17.0% | -21.5% | +38.5% | +9.5% |
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