+37.8%
EQIX vs UPST
-56.5%
+94.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.4% |
| 7D | -0.8% | -3.5% | +2.7% | -0.7% |
| 30D | -1.4% | -7.1% | +5.7% | -1.3% |
| 3M | -4.4% | -13.1% | +8.6% | -4.3% |
| 6M | +7.9% | -1.1% | +9.0% | +7.5% |
| YTD | +37.3% | -35.9% | +73.1% | +39.6% |
| 1Y | +37.8% | -57.4% | +95.2% | +42.1% |
| All | +37.8% | -56.5% | +94.3% | +42.1% |
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