+294.0%
COP vs UPST
-15.8%
+309.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -11.5% | -4.9% | -6.6% | -11.5% |
| 30D | +5.0% | -8.9% | +13.8% | +5.1% |
| 3M | +17.5% | -26.3% | +43.8% | +18.1% |
| 6M | +16.2% | -23.7% | +40.0% | +16.5% |
| YTD | +48.8% | -49.9% | +98.7% | +50.5% |
| 1Y | +64.1% | -42.0% | +106.1% | +65.2% |
| 3Y | +25.7% | -25.3% | +51.0% | +24.2% |
| 5Y | +114.4% | -93.4% | +207.8% | +108.6% |
| All | +294.0% | -15.8% | +309.8% | +297.8% |
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 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