+32.1%
UNH vs UPST
-26.3%
+58.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.4% | +0.7% |
| 7D | +2.4% | -13.5% | +15.9% | +2.7% |
| 30D | +7.2% | -19.6% | +26.9% | +7.7% |
| 3M | +0.5% | -34.2% | +34.7% | +1.3% |
| 6M | +3.4% | -31.2% | +34.6% | +4.0% |
| YTD | +25.2% | -56.2% | +81.4% | +26.8% |
| 1Y | +22.7% | -51.7% | +74.3% | +24.0% |
| 3Y | -20.3% | -8.2% | -12.0% | -21.1% |
| 5Y | -3.4% | -92.8% | +89.4% | -3.0% |
| All | +32.1% | -26.3% | +58.4% | +28.7% |
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 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