-91.1%
UPST vs QSR
+43.4%
-134.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.7% |
| 7D | -8.1% | -2.4% | -5.7% | -6.2% |
| 30D | -14.3% | +5.7% | -20.0% | -18.4% |
| 3M | -16.6% | +6.9% | -23.6% | -21.9% |
| 6M | -7.3% | +6.9% | -14.1% | -13.5% |
| YTD | -40.8% | +14.9% | -55.7% | -48.7% |
| 1Y | -62.4% | +29.1% | -91.5% | -71.3% |
| 3Y | -15.3% | +26.1% | -41.4% | -39.2% |
| 5Y | -91.1% | +42.3% | -133.4% | -95.6% |
| All | -91.1% | +43.4% | -134.5% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling