-91.6%
UPST vs QSR
+53.9%
-145.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -10.6% | -2.9% | -7.7% | -8.4% |
| 30D | -14.0% | +4.1% | -18.1% | -16.9% |
| 3M | -36.8% | -0.7% | -36.2% | -36.8% |
| 6M | -27.5% | +0.4% | -28.0% | -28.8% |
| YTD | -55.3% | +13.5% | -68.8% | -61.0% |
| 1Y | -47.5% | +11.0% | -58.5% | -53.4% |
| 3Y | -10.4% | +22.0% | -32.4% | -33.9% |
| All | -91.6% | +53.9% | -145.5% | -96.0% |
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