+42.3%
EQIX vs UPST
-11.9%
+54.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | -0.8% | -3.5% | +2.7% | -0.6% |
| 30D | -1.4% | -7.1% | +5.7% | -1.0% |
| 3M | -4.4% | -13.1% | +8.6% | -3.7% |
| 6M | +7.9% | -1.1% | +9.0% | +7.2% |
| YTD | +37.3% | -35.9% | +73.1% | +40.5% |
| 1Y | +37.8% | -57.4% | +95.2% | +45.3% |
| All | +42.3% | -11.9% | +54.3% | +33.2% |
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