-14.8%
UPST vs QSR
+48.9%
-63.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.6% |
| 7D | -12.0% | -4.7% | -7.3% | -8.8% |
| 30D | -16.0% | +4.3% | -20.3% | -18.7% |
| 3M | -17.2% | +5.4% | -22.6% | -20.8% |
| 6M | -10.9% | +8.2% | -19.0% | -16.6% |
| YTD | -42.6% | +14.1% | -56.7% | -48.8% |
| 1Y | -59.8% | +28.1% | -87.9% | -67.6% |
| 3Y | -17.9% | +25.3% | -43.2% | -35.6% |
| 5Y | -90.7% | +40.4% | -131.1% | -94.3% |
| All | -14.8% | +48.9% | -63.7% | -45.7% |
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