-16.8%
UPST vs EQH
+97.5%
-114.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.0% | -4.1% |
| 7D | -12.0% | -1.8% | -10.2% | -10.3% |
| 30D | -16.0% | +2.4% | -18.5% | -18.4% |
| 3M | -17.2% | +26.3% | -43.5% | -37.6% |
| 6M | -10.9% | +35.8% | -46.7% | -39.2% |
| YTD | -42.6% | +12.7% | -55.3% | -50.6% |
| 1Y | -59.8% | +2.5% | -62.2% | -61.2% |
| All | -16.8% | +97.5% | -114.2% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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