+43.3%
ADP vs UPST
+2.1%
+41.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.5% |
| 7D | +1.1% | +4.4% | -3.3% | +0.9% |
| 30D | +11.5% | -7.7% | +19.2% | +11.8% |
| 3M | +12.0% | -28.4% | +40.5% | +13.5% |
| 6M | +43.8% | -23.2% | +67.0% | +44.9% |
| YTD | +20.1% | -49.1% | +69.2% | +22.7% |
| 1Y | +22.3% | -42.4% | +64.7% | +24.3% |
| 3Y | +43.3% | +5.4% | +37.9% | +37.9% |
| All | +43.3% | +2.1% | +41.2% | +37.9% |
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