+222.6%
UAL vs UPST
+2.1%
+220.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.1% | +6.4% |
| 7D | +10.2% | +4.4% | +5.8% | +9.2% |
| 30D | +12.0% | -7.7% | +19.7% | +13.8% |
| 3M | -7.1% | -28.4% | +21.3% | -0.5% |
| 6M | +20.9% | -23.2% | +44.1% | +27.2% |
| YTD | +7.7% | -49.1% | +56.8% | +21.3% |
| 1Y | +23.6% | -42.4% | +65.9% | +35.6% |
| 3Y | +222.6% | +5.4% | +217.2% | +208.5% |
| All | +222.6% | +2.1% | +220.5% | +208.5% |
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