+56.3%
RMD vs UPST
-11.9%
+68.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | -5.0% | -3.5% | -1.4% | -4.7% |
| 30D | +2.2% | -7.1% | +9.3% | +2.7% |
| 3M | +17.8% | -13.1% | +30.9% | +18.8% |
| 6M | -11.3% | -1.1% | -10.2% | -11.8% |
| YTD | -4.4% | -35.9% | +31.4% | -2.3% |
| 1Y | -15.7% | -57.4% | +41.7% | -11.6% |
| All | +56.3% | -11.9% | +68.2% | +50.1% |
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