+294.5%
EOG vs UPST
-24.8%
+319.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.7% |
| 7D | +7.6% | -10.6% | +18.2% | +7.9% |
| 30D | +3.4% | -14.0% | +17.4% | +3.7% |
| 3M | +12.7% | -36.8% | +49.6% | +13.9% |
| 6M | +19.0% | -27.5% | +46.5% | +19.5% |
| YTD | +55.6% | -55.3% | +110.8% | +58.2% |
| 1Y | +49.5% | -47.5% | +97.1% | +51.1% |
| 3Y | +43.2% | -10.4% | +53.6% | +40.6% |
| 5Y | +111.8% | -92.6% | +204.4% | +107.1% |
| All | +294.5% | -24.8% | +319.3% | +281.6% |
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