-88.4%
QID vs UPST
-0.4%
-87.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | -0.2% |
| 7D | -1.9% | -8.1% | +6.2% | -3.3% |
| 30D | +1.7% | -14.3% | +16.0% | -0.6% |
| 3M | -3.9% | -16.6% | +12.7% | -5.7% |
| 6M | -30.0% | -7.3% | -22.7% | -29.1% |
| YTD | -28.2% | -40.8% | +12.6% | -31.6% |
| 1Y | -35.6% | -62.4% | +26.8% | -42.1% |
| 3Y | -74.3% | -15.3% | -59.0% | -69.3% |
| 5Y | -80.8% | -91.1% | +10.2% | -75.1% |
| All | -88.4% | -0.4% | -87.9% | -84.6% |
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