+250.8%
TQQQ vs UPST
+3.8%
+247.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.6% |
| 7D | +4.4% | -1.5% | +5.8% | +4.7% |
| 30D | -3.1% | -13.2% | +10.1% | +0.2% |
| 3M | -5.2% | -13.0% | +7.8% | -1.6% |
| 6M | +52.4% | -2.9% | +55.3% | +53.4% |
| YTD | +37.4% | -38.3% | +75.7% | +52.5% |
| 1Y | +56.0% | -60.5% | +116.4% | +90.4% |
| 3Y | +268.7% | -11.7% | +280.4% | +233.3% |
| 5Y | +101.2% | -90.2% | +191.4% | +95.6% |
| All | +250.8% | +3.8% | +247.0% | +238.9% |
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 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