-13.2%
UPST vs EQNR
+297.1%
-310.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.0% |
| 7D | -8.8% | +6.4% | -15.2% | -9.4% |
| 30D | -12.1% | +10.4% | -22.4% | -13.1% |
| 3M | -19.5% | +23.1% | -42.6% | -21.8% |
| 6M | -6.8% | +36.3% | -43.1% | -12.7% |
| YTD | -41.5% | +96.0% | -137.5% | -49.8% |
| 1Y | -58.9% | +94.2% | -153.1% | -64.7% |
| 3Y | -15.2% | +75.3% | -90.4% | -26.3% |
| 5Y | -90.5% | +187.2% | -277.8% | -92.3% |
| All | -13.2% | +297.1% | -310.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 10y: compounded portfolio wealth divided by compounded EQNR 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…
10y analysis · Full analysis span regression · 6 months rolling