-88.4%
QID vs UPST
+7.9%
-96.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.6% |
| 7D | -0.6% | -3.5% | +2.9% | -1.2% |
| 30D | 0.0% | -7.1% | +7.1% | -0.9% |
| 3M | +3.7% | -13.1% | +16.8% | +2.7% |
| 6M | -29.9% | -1.1% | -28.8% | -28.2% |
| YTD | -28.8% | -35.9% | +7.1% | -31.2% |
| 1Y | -37.2% | -57.4% | +20.2% | -42.3% |
| 3Y | -73.7% | -14.9% | -58.8% | -68.6% |
| 5Y | -80.7% | -88.7% | +7.9% | -74.6% |
| All | -88.4% | +7.9% | -96.3% | -84.5% |
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 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