-4.8%
UPST vs QSR
+56.0%
-60.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.5% | +2.4% | -6.0% | -5.2% |
| 30D | -7.1% | +7.6% | -14.7% | -12.1% |
| 3M | -13.1% | +12.6% | -25.7% | -21.0% |
| 6M | -1.1% | +14.4% | -15.5% | -11.2% |
| YTD | -35.9% | +19.6% | -55.5% | -44.7% |
| 1Y | -57.4% | +33.9% | -91.3% | -66.8% |
| 3Y | -14.9% | +27.1% | -42.0% | -33.5% |
| 5Y | -88.7% | +48.5% | -137.2% | -93.3% |
| All | -4.8% | +56.0% | -60.8% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling