-29.9%
QXO vs UPST
+7.9%
-37.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -1.3% | -3.5% | +2.3% | -0.9% |
| 30D | -16.0% | -7.1% | -8.9% | -15.4% |
| 3M | -17.7% | -13.1% | -4.7% | -16.5% |
| 6M | -42.6% | -1.1% | -41.5% | -42.6% |
| YTD | -30.8% | -35.9% | +5.1% | -28.3% |
| 1Y | -35.3% | -57.4% | +22.1% | -30.8% |
| 3Y | -46.3% | -14.9% | -31.4% | -48.4% |
| 5Y | -69.2% | -88.7% | +19.5% | -69.9% |
| All | -29.9% | +7.9% | -37.7% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling