-33.6%
UPST vs QSR
+48.1%
-81.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -10.6% | -2.9% | -7.7% | -8.7% |
| 30D | -14.0% | +4.1% | -18.1% | -16.5% |
| 3M | -36.8% | -0.7% | -36.2% | -36.8% |
| 6M | -27.5% | +0.4% | -28.0% | -28.5% |
| YTD | -55.3% | +13.5% | -68.8% | -60.0% |
| 1Y | -47.5% | +11.0% | -58.5% | -52.3% |
| 3Y | -10.4% | +22.0% | -32.4% | -28.1% |
| 5Y | -92.6% | +57.1% | -149.7% | -95.4% |
| All | -33.6% | +48.1% | -81.7% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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