+2.7%
EQX vs UPST
-24.8%
+27.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -10.5% | -10.6% | +0.1% | -9.7% |
| 30D | +0.2% | -14.0% | +14.2% | +1.3% |
| 3M | -7.9% | -36.8% | +28.9% | -4.8% |
| 6M | -28.6% | -27.5% | -1.1% | -26.9% |
| YTD | -26.3% | -55.3% | +29.0% | -22.6% |
| 1Y | -20.2% | -47.5% | +27.3% | -17.1% |
| 3Y | +131.1% | -10.4% | +141.5% | +121.0% |
| 5Y | +21.7% | -92.6% | +114.3% | +19.6% |
| All | +2.7% | -24.8% | +27.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling