-4.4%
RMD vs UPST
-92.5%
+88.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | +0.1% |
| 7D | +2.1% | -10.6% | +12.7% | +2.9% |
| 30D | +2.1% | -14.0% | +16.1% | +3.2% |
| 3M | +6.2% | -36.8% | +43.1% | +9.8% |
| 6M | +19.4% | -27.5% | +46.9% | +21.7% |
| YTD | +0.5% | -55.3% | +55.8% | +5.5% |
| 1Y | -3.9% | -47.5% | +43.6% | -0.5% |
| 3Y | +72.5% | -10.4% | +83.0% | +62.6% |
| All | -4.4% | -92.5% | +88.1% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling