-14.8%
UPST vs EQNR
+299.8%
-314.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -12.0% | +5.7% | -17.7% | -12.5% |
| 30D | -16.0% | +11.3% | -27.3% | -17.1% |
| 3M | -17.2% | +21.5% | -38.7% | -19.3% |
| 6M | -10.9% | +41.8% | -52.7% | -17.1% |
| YTD | -42.6% | +97.3% | -139.9% | -50.8% |
| 1Y | -59.8% | +89.9% | -149.7% | -65.2% |
| 3Y | -17.9% | +76.9% | -94.7% | -28.8% |
| 5Y | -90.7% | +189.2% | -279.9% | -92.5% |
| All | -14.8% | +299.8% | -314.6% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling