+24.9%
QCOM vs UPST
-15.8%
+40.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.7% | +5.7% |
| 7D | +0.4% | -4.9% | +5.3% | +1.0% |
| 30D | -6.6% | -8.9% | +2.3% | -5.6% |
| 3M | +3.7% | -26.3% | +30.0% | +7.1% |
| 6M | -13.3% | -23.7% | +10.4% | -11.0% |
| YTD | -1.8% | -49.9% | +48.2% | +4.6% |
| 1Y | -2.5% | -42.0% | +39.5% | +2.0% |
| 3Y | +47.0% | -25.3% | +72.3% | +40.2% |
| 5Y | +13.1% | -93.4% | +106.5% | +10.7% |
| All | +24.9% | -15.8% | +40.8% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling