-8.4%
UPST vs EQH
+131.6%
-140.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -1.9% |
| 7D | -1.5% | +5.4% | -6.9% | -7.3% |
| 30D | -13.2% | +1.0% | -14.2% | -14.6% |
| 3M | -13.0% | +26.7% | -39.7% | -35.1% |
| 6M | -2.9% | +34.4% | -37.2% | -33.2% |
| YTD | -38.3% | +11.5% | -49.8% | -46.7% |
| 1Y | -60.5% | +0.4% | -60.9% | -61.3% |
| 3Y | -11.7% | +96.5% | -108.3% | -60.1% |
| 5Y | -90.2% | +93.4% | -183.5% | -95.0% |
| All | -8.4% | +131.6% | -140.1% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling