-51.7%
ADBE vs UPST
-21.5%
-30.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +0.4% |
| 7D | -3.8% | -4.5% | +0.7% | -3.5% |
| 30D | -2.3% | -15.3% | +13.0% | -1.1% |
| 3M | -13.3% | -32.4% | +19.2% | -10.6% |
| 6M | -6.5% | -29.5% | +23.1% | -4.2% |
| YTD | -32.4% | -53.3% | +21.0% | -28.8% |
| 1Y | -28.0% | -47.4% | +19.3% | -25.1% |
| 3Y | -60.4% | -2.2% | -58.2% | -63.1% |
| 5Y | -63.4% | -92.0% | +28.6% | -65.0% |
| All | -51.7% | -21.5% | -30.2% | -56.2% |
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