+7.2%
QCOM vs UPST
-93.2%
+100.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.3% | -4.2% | -8.7% |
| 7D | -15.5% | -10.9% | -4.6% | -14.0% |
| 30D | -13.4% | -7.2% | -6.2% | -12.4% |
| 3M | 0.0% | -26.7% | +26.7% | +4.3% |
| 6M | -15.2% | -29.0% | +13.8% | -11.6% |
| YTD | -6.9% | -49.4% | +42.4% | +0.7% |
| 1Y | -11.0% | -47.0% | +36.0% | -4.5% |
| 3Y | +39.8% | -27.0% | +66.7% | +29.9% |
| 5Y | +7.2% | -93.3% | +100.5% | +18.5% |
| All | +7.2% | -93.2% | +100.4% | +18.5% |
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