+157.9%
EQX vs UPST
-19.3%
+177.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.1% | -2.0% | -4.8% |
| 7D | -7.0% | -12.0% | +5.0% | -5.8% |
| 30D | +4.8% | -16.0% | +20.9% | +6.6% |
| 3M | +25.6% | -17.2% | +42.8% | +27.9% |
| 6M | -25.8% | -10.9% | -15.0% | -25.0% |
| YTD | -12.7% | -42.6% | +29.9% | -9.3% |
| 1Y | +14.1% | -59.8% | +73.9% | +21.0% |
| All | +157.9% | -19.3% | +177.2% | +134.5% |
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