-35.3%
QXO vs UPST
-1.6%
-33.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | -7.8% | -8.8% | +1.0% | -6.9% |
| 30D | -18.1% | -12.1% | -6.0% | -17.0% |
| 3M | -25.8% | -19.5% | -6.3% | -24.0% |
| 6M | -41.7% | -6.8% | -34.9% | -41.3% |
| YTD | -36.2% | -41.5% | +5.3% | -33.3% |
| 1Y | -42.1% | -58.9% | +16.8% | -37.8% |
| 3Y | -46.2% | -15.2% | -31.0% | -48.1% |
| 5Y | -70.7% | -90.5% | +19.8% | -71.0% |
| All | -35.3% | -1.6% | -33.7% | -43.3% |
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