+269.9%
EOG vs UPST
-14.4%
+284.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.8% |
| 7D | -6.0% | +4.4% | -10.4% | -6.1% |
| 30D | +0.9% | -7.7% | +8.5% | +1.0% |
| 3M | +10.9% | -28.4% | +39.3% | +11.8% |
| 6M | +15.8% | -23.2% | +38.9% | +16.2% |
| YTD | +45.8% | -49.1% | +95.0% | +47.8% |
| 1Y | +45.3% | -42.4% | +87.6% | +46.5% |
| 3Y | +36.2% | +5.4% | +30.8% | +33.2% |
| 5Y | +94.0% | -92.9% | +186.9% | +88.9% |
| All | +269.9% | -14.4% | +284.3% | +256.7% |
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