-45.5%
COIN vs UPST
-75.5%
+30.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -1.6% |
| 7D | +1.2% | -1.5% | +2.7% | +1.8% |
| 30D | +16.5% | -13.2% | +29.7% | +23.3% |
| 3M | +10.4% | -13.0% | +23.3% | +16.1% |
| 6M | -9.3% | -2.9% | -6.4% | -8.9% |
| YTD | -20.9% | -38.3% | +17.4% | -5.4% |
| 1Y | -40.8% | -60.5% | +19.7% | -17.3% |
| 3Y | +118.0% | -11.7% | +129.7% | +74.6% |
| 5Y | -30.7% | -90.2% | +59.5% | -32.7% |
| All | -45.5% | -75.5% | +30.0% | -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 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