+126.2%
QQQ vs UPST
-21.5%
+147.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | 0.0% |
| 7D | -1.5% | -4.5% | +3.0% | -1.2% |
| 30D | -10.2% | -15.3% | +5.1% | -9.0% |
| 3M | -6.3% | -32.4% | +26.1% | -3.4% |
| 6M | -4.9% | -29.5% | +24.6% | -2.5% |
| YTD | +10.2% | -53.3% | +63.5% | +16.0% |
| 1Y | +8.8% | -47.4% | +56.1% | +13.2% |
| 3Y | +81.4% | -2.2% | +83.6% | +71.3% |
| 5Y | +78.5% | -92.0% | +170.5% | +72.0% |
| All | +126.2% | -21.5% | +147.7% | +117.1% |
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