+34.7%
EQIX vs UPST
-51.0%
+85.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.7% |
| 7D | +7.6% | -13.5% | +21.1% | +8.2% |
| 30D | +5.2% | -19.6% | +24.9% | +6.1% |
| 3M | +0.8% | -34.2% | +35.0% | +1.8% |
| 6M | +0.2% | -31.2% | +31.5% | +1.0% |
| YTD | +42.2% | -56.2% | +98.4% | +45.9% |
| 1Y | +34.7% | -51.7% | +86.4% | +35.3% |
| All | +34.7% | -51.0% | +85.7% | +35.3% |
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