-87.4%
EOSE vs UPST
-49.8%
-37.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +4.0% |
| 7D | +9.8% | -10.6% | +20.4% | +19.3% |
| 30D | -2.1% | -14.0% | +11.9% | +11.0% |
| 3M | -54.1% | -36.8% | -17.2% | -36.8% |
| 6M | -76.9% | -27.5% | -49.4% | -71.1% |
| YTD | -83.3% | -55.3% | -28.1% | -74.9% |
| 1Y | -87.4% | -47.5% | -39.9% | -83.4% |
| All | -87.4% | -49.8% | -37.6% | -83.4% |
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 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