-84.8%
EOSE vs UPST
-48.7%
-36.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +9.4% | +3.2% | +6.5% |
| 7D | +9.7% | -3.1% | +12.9% | +12.1% |
| 30D | -34.6% | -4.0% | -30.6% | -32.1% |
| 3M | -50.8% | -22.9% | -27.9% | -42.1% |
| 6M | -66.5% | -27.1% | -39.3% | -59.7% |
| YTD | -81.3% | -46.5% | -34.8% | -75.5% |
| 1Y | -84.8% | -49.4% | -35.4% | -79.5% |
| All | -84.8% | -48.7% | -36.1% | -79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling