+2.3%
QCOM vs UPST
-48.7%
+51.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.4% | -4.1% | +3.3% |
| 7D | -5.3% | -3.1% | -2.2% | -4.7% |
| 30D | -4.2% | -4.0% | -0.2% | -3.5% |
| 3M | +7.0% | -22.9% | +29.9% | +11.9% |
| 6M | +3.8% | -27.1% | +30.9% | +9.2% |
| YTD | +2.8% | -46.5% | +49.4% | +13.8% |
| 1Y | +2.3% | -49.4% | +51.7% | +13.6% |
| All | +2.3% | -48.7% | +51.0% | +13.6% |
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