+38.1%
Q vs UPST
-49.8%
+88.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.7% | -4.0% |
| 7D | +1.2% | -10.6% | +11.8% | +3.8% |
| 30D | -2.7% | -14.0% | +11.3% | +0.6% |
| 3M | -16.9% | -36.8% | +19.9% | -7.7% |
| 6M | -26.9% | -27.5% | +0.7% | -21.9% |
| YTD | +45.2% | -55.3% | +100.5% | +66.4% |
| 1Y | +38.1% | -47.5% | +85.7% | +49.5% |
| All | +38.1% | -49.8% | +88.0% | +49.5% |
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