+86.7%
QQQ vs UPST
+2.1%
+84.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.4% |
| 7D | -0.3% | +4.4% | -4.7% | -0.7% |
| 30D | -9.6% | -7.7% | -1.9% | -8.9% |
| 3M | -5.9% | -28.4% | +22.5% | -2.8% |
| 6M | -4.3% | -23.2% | +18.9% | -2.1% |
| YTD | +11.0% | -49.1% | +60.1% | +17.1% |
| 1Y | +11.9% | -42.4% | +54.3% | +16.5% |
| 3Y | +86.7% | +5.4% | +81.4% | +85.0% |
| All | +86.7% | +2.1% | +84.6% | +85.0% |
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