-92.7%
QS vs UPST
-14.4%
-78.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.1% | +6.3% |
| 7D | +13.7% | +4.4% | +9.3% | +12.3% |
| 30D | -0.2% | -7.7% | +7.5% | +2.4% |
| 3M | -24.8% | -28.4% | +3.6% | -16.8% |
| 6M | -39.4% | -23.2% | -16.2% | -34.0% |
| YTD | -56.1% | -49.1% | -7.0% | -46.8% |
| 1Y | -72.5% | -42.4% | -30.1% | -67.9% |
| 3Y | -16.3% | +5.4% | -21.7% | -31.0% |
| 5Y | -87.6% | -92.9% | +5.3% | -85.9% |
| All | -92.7% | -14.4% | -78.3% | -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