+200.6%
UAL vs UPST
-28.6%
+229.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.3% | +0.8% | -3.4% |
| 7D | +5.0% | -10.9% | +15.9% | +7.4% |
| 30D | -1.2% | -7.2% | +6.0% | +0.1% |
| 3M | -16.8% | -26.7% | +9.9% | -11.6% |
| 6M | +18.0% | -29.0% | +46.9% | +25.5% |
| YTD | -1.2% | -49.4% | +48.2% | +10.8% |
| 1Y | +14.3% | -47.0% | +61.3% | +26.7% |
| All | +200.6% | -28.6% | +229.2% | +208.2% |
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