+29.5%
EOG vs UPST
-29.4%
+58.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.6% |
| 7D | -11.1% | -4.9% | -6.2% | -11.0% |
| 30D | +2.7% | -8.9% | +11.6% | +3.0% |
| 3M | +8.8% | -26.3% | +35.1% | +9.9% |
| 6M | +10.8% | -23.7% | +34.5% | +11.3% |
| YTD | +44.6% | -49.9% | +94.5% | +48.3% |
| 1Y | +44.6% | -42.0% | +86.6% | +46.4% |
| 3Y | +29.5% | -25.3% | +54.8% | +23.4% |
| All | +29.5% | -29.4% | +58.9% | +23.4% |
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