+113.7%
COIN vs UPST
-19.3%
+133.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.3% |
| 7D | -10.6% | -12.0% | +1.4% | -6.3% |
| 30D | +16.0% | -16.0% | +32.0% | +23.7% |
| 3M | +11.9% | -17.2% | +29.1% | +19.4% |
| 6M | -12.3% | -10.9% | -1.5% | -9.0% |
| YTD | -23.8% | -42.6% | +18.8% | -8.3% |
| 1Y | -45.4% | -59.8% | +14.4% | -27.1% |
| All | +113.7% | -19.3% | +133.0% | +112.0% |
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