-87.3%
QID vs UPST
-24.8%
-62.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +3.0% |
| 7D | -7.1% | -10.6% | +3.5% | -8.8% |
| 30D | +12.6% | -14.0% | +26.6% | +10.5% |
| 3M | +14.2% | -36.8% | +51.1% | +7.0% |
| 6M | +6.2% | -27.5% | +33.7% | +3.1% |
| YTD | -21.8% | -55.3% | +33.5% | -28.2% |
| 1Y | -23.1% | -47.5% | +24.4% | -27.3% |
| 3Y | -71.3% | -10.4% | -60.9% | -65.9% |
| 5Y | -77.0% | -92.6% | +15.6% | -71.3% |
| All | -87.3% | -24.8% | -62.5% | -83.8% |
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 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