+69.6%
UNP vs UPST
-14.4%
+84.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.3% |
| 7D | -3.3% | +4.4% | -7.7% | -3.4% |
| 30D | +6.7% | -7.7% | +14.4% | +7.0% |
| 3M | +1.8% | -28.4% | +30.2% | +3.0% |
| 6M | +13.3% | -23.2% | +36.5% | +14.1% |
| YTD | +30.3% | -49.1% | +79.5% | +33.0% |
| 1Y | +36.9% | -42.4% | +79.3% | +38.9% |
| 3Y | +50.9% | +5.4% | +45.6% | +46.0% |
| 5Y | +37.9% | -92.9% | +130.9% | +34.1% |
| All | +69.6% | -14.4% | +84.0% | +59.5% |
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 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