+130.7%
QQQ vs UPST
-26.3%
+157.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.5% | +0.3% |
| 7D | +6.4% | -13.5% | +19.9% | +7.6% |
| 30D | -7.5% | -19.6% | +12.2% | -5.9% |
| 3M | -4.8% | -34.2% | +29.4% | -1.7% |
| 6M | -2.5% | -31.2% | +28.7% | +0.2% |
| YTD | +12.4% | -56.2% | +68.6% | +18.9% |
| 1Y | +11.3% | -51.7% | +63.0% | +16.6% |
| 3Y | +85.0% | -8.2% | +93.2% | +75.6% |
| 5Y | +79.6% | -92.8% | +172.4% | +74.1% |
| All | +130.7% | -26.3% | +157.1% | +122.6% |
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