-88.6%
QS vs UPST
-93.6%
+5.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.3% | +4.5% |
| 7D | +5.4% | -4.9% | +10.3% | +7.4% |
| 30D | -5.3% | -8.9% | +3.6% | -1.9% |
| 3M | -22.6% | -26.3% | +3.7% | -13.7% |
| 6M | -46.2% | -23.7% | -22.4% | -40.5% |
| YTD | -58.9% | -49.9% | -9.0% | -48.2% |
| 1Y | -73.1% | -42.0% | -31.1% | -67.9% |
| 3Y | -27.2% | -25.3% | -1.9% | -38.7% |
| All | -88.6% | -93.6% | +5.0% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling