-94.1%
QS vs UPST
-24.8%
-69.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.3% | -5.8% |
| 7D | -14.0% | -10.6% | -3.4% | -11.0% |
| 30D | -6.4% | -14.0% | +7.6% | -1.8% |
| 3M | -40.3% | -36.8% | -3.4% | -31.2% |
| 6M | -57.5% | -27.5% | -30.0% | -52.9% |
| YTD | -64.7% | -55.3% | -9.4% | -55.4% |
| 1Y | -72.9% | -47.5% | -25.3% | -67.4% |
| 3Y | -33.5% | -10.4% | -23.0% | -42.3% |
| 5Y | -90.5% | -92.6% | +2.1% | -89.1% |
| All | -94.1% | -24.8% | -69.4% | -96.6% |
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