-87.1%
QID vs UPST
-21.5%
-65.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.6% | -0.1% |
| 7D | +1.8% | -4.5% | +6.3% | +1.3% |
| 30D | +21.6% | -15.3% | +36.9% | +19.0% |
| 3M | +12.6% | -32.4% | +45.1% | +6.7% |
| 6M | +6.9% | -29.5% | +36.4% | +3.3% |
| YTD | -20.5% | -53.3% | +32.8% | -26.6% |
| 1Y | -18.1% | -47.4% | +29.3% | -22.4% |
| 3Y | -70.7% | -2.2% | -68.5% | -64.7% |
| 5Y | -77.2% | -92.0% | +14.8% | -71.4% |
| All | -87.1% | -21.5% | -65.6% | -83.5% |
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 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