-41.1%
QS vs UPST
-59.7%
+18.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +4.0% |
| 7D | +2.2% | -1.5% | +3.7% | +2.8% |
| 30D | -8.1% | -13.2% | +5.2% | -1.5% |
| 3M | -27.0% | -13.0% | -14.1% | -21.5% |
| 6M | -16.4% | -2.9% | -13.6% | -16.4% |
| YTD | -46.4% | -38.3% | -8.0% | -34.3% |
| 1Y | -41.1% | -60.5% | +19.4% | -1.9% |
| All | -41.1% | -59.7% | +18.6% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling