-92.9%
QS vs UPST
-21.5%
-71.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.3% | +5.6% | -0.1% |
| 7D | +8.0% | -4.5% | +12.5% | +9.6% |
| 30D | -2.8% | -15.3% | +12.5% | +2.4% |
| 3M | -28.1% | -32.4% | +4.3% | -19.1% |
| 6M | -41.0% | -29.5% | -11.5% | -34.1% |
| YTD | -57.3% | -53.3% | -4.0% | -46.8% |
| 1Y | -72.7% | -47.4% | -25.3% | -67.2% |
| 3Y | -18.6% | -2.2% | -16.4% | -31.4% |
| 5Y | -87.0% | -92.0% | +5.1% | -85.3% |
| All | -92.9% | -21.5% | -71.4% | -96.0% |
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 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