+259.8%
EOG vs UPST
+3.8%
+256.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.2% |
| 7D | -2.0% | -1.5% | -0.5% | -2.0% |
| 30D | +7.9% | -13.2% | +21.1% | +8.3% |
| 3M | +4.5% | -13.0% | +17.5% | +4.7% |
| 6M | +12.3% | -2.9% | +15.2% | +11.9% |
| YTD | +41.9% | -38.3% | +80.2% | +43.2% |
| 1Y | +27.8% | -60.5% | +88.3% | +30.7% |
| 3Y | +21.8% | -11.7% | +33.5% | +19.4% |
| 5Y | +174.0% | -90.2% | +264.2% | +166.2% |
| All | +259.8% | +3.8% | +256.0% | +245.5% |
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