-86.9%
EOSE vs UPST
-24.8%
-62.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.0% |
| 7D | +9.8% | -10.6% | +20.4% | +13.1% |
| 30D | -2.1% | -14.0% | +11.9% | +2.6% |
| 3M | -54.1% | -36.8% | -17.2% | -48.0% |
| 6M | -76.9% | -27.5% | -49.4% | -74.7% |
| YTD | -83.3% | -55.3% | -28.1% | -79.7% |
| 1Y | -87.4% | -47.5% | -39.9% | -85.2% |
| 3Y | +61.9% | -10.4% | +72.3% | +46.6% |
| 5Y | -82.1% | -92.6% | +10.5% | -81.4% |
| All | -86.9% | -24.8% | -62.2% | -84.8% |
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