+27.4%
UNH vs UPST
-0.4%
+27.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.9% |
| 7D | -1.7% | -8.1% | +6.4% | -1.5% |
| 30D | -3.8% | -14.3% | +10.5% | -3.6% |
| 3M | -4.3% | -16.6% | +12.4% | -4.0% |
| 6M | +38.6% | -7.3% | +45.9% | +38.6% |
| YTD | +20.7% | -40.8% | +61.5% | +21.6% |
| 1Y | +16.0% | -62.4% | +78.4% | +17.7% |
| 3Y | -13.5% | -15.3% | +1.8% | -14.4% |
| 5Y | +3.5% | -91.1% | +94.6% | +3.4% |
| All | +27.4% | -0.4% | +27.8% | +23.4% |
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 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