+23.1%
Q vs UPST
-59.8%
+82.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.5% | +6.6% |
| 7D | +0.3% | -4.9% | +5.2% | +1.4% |
| 30D | -9.8% | -8.9% | -0.9% | -8.0% |
| 3M | -12.2% | -26.3% | +14.1% | -6.0% |
| 6M | -21.6% | -23.7% | +2.1% | -17.3% |
| YTD | +43.6% | -49.9% | +93.5% | +62.9% |
| 1Y | +25.7% | -42.0% | +67.7% | +37.5% |
| All | +23.1% | -59.8% | +82.9% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling