-25.0%
QXO vs UPST
-48.7%
+23.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +9.4% | -1.3% | +4.2% |
| 7D | +16.6% | -3.1% | +19.7% | +17.7% |
| 30D | +6.6% | -4.0% | +10.5% | +8.0% |
| 3M | -17.5% | -22.9% | +5.4% | -8.7% |
| 6M | -33.8% | -27.1% | -6.7% | -25.9% |
| YTD | -34.4% | -46.5% | +12.2% | -20.2% |
| 1Y | -25.0% | -49.4% | +24.5% | -7.4% |
| All | -25.0% | -48.7% | +23.7% | -7.4% |
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