-68.6%
EOSE vs UPST
-90.4%
+21.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.6% | -2.2% |
| 7D | +15.0% | -8.1% | +23.1% | +17.8% |
| 30D | +2.5% | -14.3% | +16.8% | +7.6% |
| 3M | -33.7% | -16.6% | -17.1% | -29.8% |
| 6M | -32.7% | -7.3% | -25.5% | -31.0% |
| YTD | -63.8% | -40.8% | -23.0% | -58.0% |
| 1Y | -40.5% | -62.4% | +21.9% | -21.8% |
| 3Y | +50.4% | -15.3% | +65.7% | +22.7% |
| 5Y | -68.6% | -91.1% | +22.5% | -67.4% |
| All | -68.6% | -90.4% | +21.9% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling