+78.2%
ADP vs UPST
+7.9%
+70.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -2.0% |
| 7D | -3.4% | -3.5% | +0.1% | -3.3% |
| 30D | +2.8% | -7.1% | +9.9% | +3.0% |
| 3M | +20.9% | -13.1% | +34.0% | +21.4% |
| 6M | +29.9% | -1.1% | +31.0% | +29.4% |
| YTD | +9.6% | -35.9% | +45.5% | +11.0% |
| 1Y | -5.3% | -57.4% | +52.2% | -2.9% |
| 3Y | +16.5% | -14.9% | +31.3% | +12.9% |
| 5Y | +49.4% | -88.7% | +138.1% | +41.6% |
| All | +78.2% | +7.9% | +70.3% | +64.3% |
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