+31.5%
Q vs UPST
-46.8%
+78.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.2% |
| 7D | +6.6% | -12.1% | +18.6% | +9.9% |
| 30D | +2.7% | -13.4% | +16.2% | +6.1% |
| 3M | -8.4% | -31.2% | +22.8% | -0.3% |
| 6M | -17.3% | -28.3% | +11.0% | -11.4% |
| YTD | +55.3% | -53.0% | +108.3% | +77.0% |
| 1Y | +31.5% | -47.2% | +78.6% | +42.2% |
| All | +31.5% | -46.8% | +78.2% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling