-45.6%
ADBE vs UPST
+7.9%
-53.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | +3.1% | -13.1% | +16.2% | +4.1% |
| 6M | -2.4% | -1.1% | -1.3% | -2.9% |
| YTD | -23.9% | -35.9% | +12.0% | -21.8% |
| 1Y | -22.6% | -57.4% | +34.8% | -18.3% |
| 3Y | -52.7% | -14.9% | -37.8% | -55.7% |
| 5Y | -60.0% | -88.7% | +28.6% | -62.6% |
| All | -45.6% | +7.9% | -53.5% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling