+55.8%
EOSE vs UPST
-14.8%
+70.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.8% | +14.6% | +11.9% |
| 7D | +41.4% | -1.5% | +42.9% | +41.9% |
| 30D | +3.6% | -13.2% | +16.8% | +8.0% |
| 3M | -35.7% | -13.0% | -22.8% | -33.1% |
| 6M | -29.9% | -2.9% | -27.0% | -29.0% |
| YTD | -62.5% | -38.3% | -24.2% | -57.8% |
| 1Y | -37.4% | -60.5% | +23.0% | -22.8% |
| 3Y | +55.8% | -11.7% | +67.5% | +40.4% |
| All | +55.8% | -14.8% | +70.6% | +40.4% |
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