-47.5%
ADBE vs UPST
+3.8%
-51.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.3% | -3.2% |
| 7D | -10.1% | -1.5% | -8.6% | -10.0% |
| 30D | -3.0% | -13.2% | +10.2% | -1.9% |
| 3M | +5.0% | -13.0% | +18.0% | +6.0% |
| 6M | -9.3% | -2.9% | -6.4% | -9.6% |
| YTD | -26.5% | -38.3% | +11.8% | -24.3% |
| 1Y | -28.3% | -60.5% | +32.2% | -23.8% |
| 3Y | -54.1% | -11.7% | -42.3% | -57.1% |
| 5Y | -61.2% | -90.2% | +29.0% | -63.6% |
| All | -47.5% | +3.8% | -51.3% | -53.5% |
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