+33.4%
QCOM vs UPST
-20.9%
+54.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.7% |
| 7D | +2.0% | -12.1% | +14.0% | +3.4% |
| 30D | +1.2% | -13.4% | +14.7% | +2.9% |
| 3M | +9.1% | -31.2% | +40.3% | +13.5% |
| 6M | -25.0% | -28.3% | +3.4% | -22.5% |
| YTD | +4.8% | -53.0% | +57.8% | +12.4% |
| 1Y | +3.6% | -47.2% | +50.8% | +9.5% |
| 3Y | +51.5% | -1.5% | +53.0% | +41.5% |
| 5Y | +19.7% | -91.6% | +111.4% | +16.9% |
| All | +33.4% | -20.9% | +54.3% | +29.6% |
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