+27.6%
EQX vs UPST
+7.9%
+19.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -2.2% |
| 7D | -1.4% | -3.5% | +2.2% | -1.1% |
| 30D | +24.4% | -7.1% | +31.5% | +25.0% |
| 3M | +11.6% | -13.1% | +24.7% | +12.7% |
| 6M | -25.0% | -1.1% | -23.9% | -25.0% |
| YTD | -8.4% | -35.9% | +27.5% | -6.3% |
| 1Y | +43.4% | -57.4% | +100.8% | +49.7% |
| 3Y | +162.0% | -14.9% | +176.9% | +149.2% |
| 5Y | +70.1% | -88.7% | +158.8% | +62.5% |
| All | +27.6% | +7.9% | +19.7% | +15.6% |
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