-64.1%
ADBE vs UPST
-93.6%
+29.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -4.4% | -4.9% | +0.5% | -3.9% |
| 30D | +2.8% | -8.9% | +11.7% | +3.7% |
| 3M | -8.0% | -26.3% | +18.3% | -5.2% |
| 6M | -4.3% | -23.7% | +19.4% | -2.2% |
| YTD | -31.6% | -49.9% | +18.3% | -27.4% |
| 1Y | -26.9% | -42.0% | +15.1% | -23.8% |
| 3Y | -57.7% | -25.3% | -32.4% | -61.2% |
| All | -64.1% | -93.6% | +29.5% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling