+133.5%
QLD vs UPST
-28.6%
+162.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.3% | -7.4% | -11.6% |
| 7D | -18.6% | -10.9% | -7.7% | -16.5% |
| 30D | -28.3% | -7.2% | -21.1% | -27.2% |
| 3M | -20.4% | -26.7% | +6.3% | -15.5% |
| 6M | -14.3% | -29.0% | +14.7% | -8.7% |
| YTD | +2.8% | -49.4% | +52.1% | +15.0% |
| 1Y | -1.2% | -47.0% | +45.8% | +9.3% |
| All | +133.5% | -28.6% | +162.1% | +139.0% |
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