+290.5%
COP vs UPST
+3.8%
+286.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.7% |
| 7D | -0.8% | -1.5% | +0.7% | -0.8% |
| 30D | +15.6% | -13.2% | +28.8% | +15.9% |
| 3M | +14.3% | -13.0% | +27.3% | +14.5% |
| 6M | +17.0% | -2.9% | +19.9% | +16.6% |
| YTD | +47.4% | -38.3% | +85.7% | +48.6% |
| 1Y | +52.4% | -60.5% | +112.9% | +55.2% |
| 3Y | +20.8% | -11.7% | +32.6% | +19.0% |
| 5Y | +191.7% | -90.2% | +281.8% | +183.7% |
| All | +290.5% | +3.8% | +286.7% | +292.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling