+40.2%
UNP vs UPST
-92.5%
+132.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | +4.2% | -10.6% | +14.9% | +4.8% |
| 30D | +5.6% | -14.0% | +19.6% | +6.3% |
| 3M | +2.0% | -36.8% | +38.9% | +4.3% |
| 6M | +15.4% | -27.5% | +42.9% | +16.7% |
| YTD | +32.7% | -55.3% | +88.0% | +37.1% |
| 1Y | +39.4% | -47.5% | +87.0% | +42.6% |
| 3Y | +54.3% | -10.4% | +64.7% | +48.1% |
| All | +40.2% | -92.5% | +132.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling