-70.4%
QID vs UPST
-29.4%
-41.0%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.8% |
| 7D | +9.4% | -4.9% | +14.3% | +8.6% |
| 30D | +31.2% | -8.9% | +40.1% | +29.6% |
| 3M | +17.4% | -26.3% | +43.7% | +11.7% |
| 6M | +8.4% | -23.7% | +32.1% | +5.4% |
| YTD | -15.8% | -49.9% | +34.2% | -22.4% |
| 1Y | -16.3% | -42.0% | +25.6% | -20.3% |
| 3Y | -70.4% | -25.3% | -45.1% | -68.1% |
| All | -70.4% | -29.4% | -41.0% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling