-51.6%
ADBE vs UPST
-14.4%
-37.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.0% |
| 7D | -5.6% | +4.4% | -10.0% | -6.0% |
| 30D | -2.0% | -7.7% | +5.6% | -1.5% |
| 3M | -10.5% | -28.4% | +17.9% | -8.2% |
| 6M | -6.2% | -23.2% | +17.0% | -4.6% |
| YTD | -32.2% | -49.1% | +16.9% | -29.1% |
| 1Y | -27.4% | -42.4% | +14.9% | -25.0% |
| 3Y | -58.9% | +5.4% | -64.3% | -62.0% |
| 5Y | -64.5% | -92.9% | +28.4% | -66.1% |
| All | -51.6% | -14.4% | -37.1% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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