+27.5%
UAL vs UPST
-48.7%
+76.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.4% | -1.4% | +4.9% |
| 7D | +11.9% | -3.1% | +15.1% | +12.7% |
| 30D | +5.2% | -4.0% | +9.2% | +6.2% |
| 3M | -12.7% | -22.9% | +10.2% | -5.7% |
| 6M | +28.5% | -27.1% | +55.6% | +40.1% |
| YTD | +3.5% | -46.5% | +50.1% | +18.4% |
| 1Y | +27.5% | -49.4% | +77.0% | +46.6% |
| All | +27.5% | -48.7% | +76.2% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling