+33.8%
Q vs UPST
-51.0%
+84.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.8% | -1.4% |
| 7D | +11.5% | -13.5% | +25.0% | +15.5% |
| 30D | -0.2% | -19.6% | +19.5% | +5.0% |
| 3M | -13.6% | -34.2% | +20.6% | -4.9% |
| 6M | -27.0% | -31.2% | +4.2% | -20.9% |
| YTD | +50.5% | -56.2% | +106.7% | +75.3% |
| 1Y | +33.8% | -51.7% | +85.4% | +48.8% |
| All | +33.8% | -51.0% | +84.7% | +48.8% |
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