+145.1%
UAL vs UPST
-15.8%
+160.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.2% | +2.2% |
| 7D | +8.2% | -4.9% | +13.1% | +8.8% |
| 30D | +2.3% | -8.9% | +11.2% | +3.5% |
| 3M | -12.7% | -26.3% | +13.6% | -9.4% |
| 6M | +12.7% | -23.7% | +36.4% | +16.3% |
| YTD | +0.8% | -49.9% | +50.8% | +8.8% |
| 1Y | +17.8% | -42.0% | +59.8% | +24.7% |
| 3Y | +206.7% | -25.3% | +232.0% | +199.1% |
| 5Y | +113.9% | -93.4% | +207.3% | +112.4% |
| All | +145.1% | -15.8% | +160.9% | +146.6% |
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 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