-46.6%
COIN vs UPST
-76.8%
+30.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.2% | +1.0% |
| 7D | -5.1% | -8.8% | +3.7% | -1.6% |
| 30D | +17.6% | -12.1% | +29.7% | +23.8% |
| 3M | +9.2% | -19.5% | +28.7% | +18.5% |
| 6M | -11.8% | -6.8% | -4.9% | -9.9% |
| YTD | -22.5% | -41.5% | +19.0% | -5.4% |
| 1Y | -45.9% | -58.9% | +13.0% | -25.4% |
| 3Y | +117.4% | -15.2% | +132.5% | +76.8% |
| 5Y | -29.4% | -90.5% | +61.1% | -30.1% |
| All | -46.6% | -76.8% | +30.2% | -47.2% |
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