-52.4%
ADBE vs UPST
-11.9%
-40.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -6.6% |
| 7D | -8.6% | -3.5% | -5.0% | -8.3% |
| 30D | +2.8% | -7.1% | +9.9% | +3.3% |
| 3M | +3.1% | -13.1% | +16.2% | +4.0% |
| 6M | -2.4% | -1.1% | -1.3% | -2.7% |
| YTD | -23.9% | -35.9% | +12.0% | -22.1% |
| 1Y | -22.6% | -57.4% | +34.8% | -18.9% |
| All | -52.4% | -11.9% | -40.5% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling