+96.2%
QQQ vs UPST
-14.8%
+111.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.3% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | -0.6% | -13.2% | +12.6% | +0.7% |
| 3M | +0.4% | -13.0% | +13.4% | +1.7% |
| 6M | +20.1% | -2.9% | +22.9% | +19.7% |
| YTD | +17.2% | -38.3% | +55.5% | +21.4% |
| 1Y | +24.7% | -60.5% | +85.1% | +33.8% |
| 3Y | +96.2% | -11.7% | +107.9% | +87.9% |
| All | +96.2% | -14.8% | +111.0% | +87.9% |
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