-73.5%
EOSE vs UPST
+7.9%
-81.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.6% | +12.5% | +11.3% |
| 7D | +19.0% | -3.5% | +22.6% | +20.1% |
| 30D | +1.6% | -7.1% | +8.7% | +3.6% |
| 3M | -52.0% | -13.1% | -38.9% | -50.2% |
| 6M | -42.5% | -1.1% | -41.4% | -42.1% |
| YTD | -66.1% | -35.9% | -30.3% | -62.7% |
| 1Y | -47.1% | -57.4% | +10.3% | -36.5% |
| 3Y | +0.8% | -14.9% | +15.7% | -10.3% |
| 5Y | -71.7% | -88.7% | +17.0% | -73.3% |
| All | -73.5% | +7.9% | -81.3% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling