-14.2%
UPST vs QSR
+25.9%
-40.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.3% |
| 7D | -8.1% | -2.4% | -5.7% | -7.0% |
| 30D | -14.3% | +5.7% | -20.0% | -16.7% |
| 3M | -16.6% | +6.9% | -23.6% | -19.6% |
| 6M | -7.3% | +6.9% | -14.1% | -10.4% |
| YTD | -40.8% | +14.9% | -55.7% | -45.1% |
| 1Y | -62.4% | +29.1% | -91.5% | -67.6% |
| All | -14.2% | +25.9% | -40.0% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling