+43.4%
EQX vs UPST
-56.5%
+99.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -2.1% |
| 7D | -1.4% | -3.5% | +2.2% | -0.7% |
| 30D | +24.4% | -7.1% | +31.5% | +25.9% |
| 3M | +11.6% | -13.1% | +24.7% | +13.9% |
| 6M | -25.0% | -1.1% | -23.9% | -24.4% |
| YTD | -8.4% | -35.9% | +27.5% | -7.1% |
| 1Y | +43.4% | -57.4% | +100.8% | +31.2% |
| All | +43.4% | -56.5% | +99.9% | +31.2% |
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 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