+11.3%
UAL vs UPST
-51.0%
+62.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.9% | +0.8% | -3.6% |
| 7D | +0.7% | -13.5% | +14.2% | +5.9% |
| 30D | +7.8% | -19.6% | +27.4% | +15.8% |
| 3M | -11.1% | -34.2% | +23.1% | +2.2% |
| 6M | +16.1% | -31.2% | +47.3% | +30.9% |
| YTD | -0.5% | -56.2% | +55.7% | +24.8% |
| 1Y | +11.3% | -51.7% | +62.9% | +33.7% |
| All | +11.3% | -51.0% | +62.3% | +33.7% |
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