+27.5%
QCOM vs UPST
+7.9%
+19.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +3.3% | -3.5% | +6.9% | +3.7% |
| 30D | +7.7% | -7.1% | +14.8% | +8.5% |
| 3M | -30.1% | -13.1% | -17.0% | -29.1% |
| 6M | +22.8% | -1.1% | +23.9% | +22.1% |
| YTD | +0.2% | -35.9% | +36.0% | +3.9% |
| 1Y | +7.9% | -57.4% | +65.3% | +16.1% |
| 3Y | +55.8% | -14.9% | +70.7% | +46.1% |
| 5Y | +30.1% | -88.7% | +118.7% | +22.8% |
| All | +27.5% | +7.9% | +19.6% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling