-27.3%
ADSK vs UPST
-1.6%
-25.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.2% |
| 7D | -2.5% | -8.8% | +6.2% | -1.6% |
| 30D | -14.9% | -12.1% | -2.8% | -13.7% |
| 3M | +3.3% | -19.5% | +22.8% | +5.5% |
| 6M | -15.7% | -6.8% | -8.8% | -15.6% |
| YTD | -28.2% | -41.5% | +13.2% | -24.9% |
| 1Y | -34.5% | -58.9% | +24.3% | -29.4% |
| 3Y | -2.9% | -15.2% | +12.3% | -10.9% |
| 5Y | -25.3% | -90.5% | +65.2% | -31.1% |
| All | -27.3% | -1.6% | -25.7% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling