-72.7%
EOSE vs UPST
-3.5%
-69.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -3.1% |
| 7D | +14.0% | -12.0% | +26.0% | +17.4% |
| 30D | -5.9% | -16.0% | +10.1% | -1.8% |
| 3M | -34.3% | -17.2% | -17.1% | -31.1% |
| 6M | -37.8% | -10.9% | -26.9% | -35.8% |
| YTD | -65.2% | -42.6% | -22.6% | -60.6% |
| 1Y | -41.9% | -59.8% | +17.9% | -29.2% |
| 3Y | +44.6% | -17.9% | +62.5% | +29.8% |
| 5Y | -69.2% | -90.7% | +21.5% | -70.1% |
| All | -72.7% | -3.5% | -69.2% | -70.4% |
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 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