+43.2%
EOG vs UPST
-4.9%
+48.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.7% |
| 7D | +7.6% | -10.6% | +18.2% | +8.0% |
| 30D | +3.4% | -14.0% | +17.4% | +3.8% |
| 3M | +12.7% | -36.8% | +49.6% | +14.6% |
| 6M | +19.0% | -27.5% | +46.5% | +19.6% |
| YTD | +55.6% | -55.3% | +110.8% | +60.3% |
| 1Y | +49.5% | -47.5% | +97.1% | +51.9% |
| 3Y | +43.2% | -10.4% | +53.6% | +32.5% |
| All | +43.2% | -4.9% | +48.1% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling