+142.1%
UAL vs UPST
+7.9%
+134.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.7% |
| 7D | +0.7% | -3.5% | +4.2% | +1.2% |
| 30D | -16.1% | -7.1% | -9.0% | -15.4% |
| 3M | +6.1% | -13.1% | +19.2% | +7.9% |
| 6M | +10.8% | -1.1% | +11.9% | +10.4% |
| YTD | -0.4% | -35.9% | +35.5% | +4.3% |
| 1Y | +5.0% | -57.4% | +62.4% | +14.6% |
| 3Y | +124.0% | -14.9% | +138.9% | +114.0% |
| 5Y | +141.0% | -88.7% | +229.6% | +130.7% |
| All | +142.1% | +7.9% | +134.2% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling