+139.9%
QQQ vs UPST
-0.4%
+140.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | 0.0% |
| 7D | +1.0% | -8.1% | +9.1% | +1.7% |
| 30D | -0.6% | -14.3% | +13.7% | +0.6% |
| 3M | +1.3% | -16.6% | +18.0% | +2.7% |
| 6M | +18.1% | -7.3% | +25.4% | +18.3% |
| YTD | +16.9% | -40.8% | +57.7% | +20.8% |
| 1Y | +24.0% | -62.4% | +86.4% | +32.1% |
| 3Y | +95.6% | -15.3% | +110.9% | +85.6% |
| 5Y | +94.5% | -91.1% | +185.6% | +84.3% |
| All | +139.9% | -0.4% | +140.3% | +126.1% |
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 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