+288.8%
COP vs UPST
-14.4%
+303.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.4% |
| 7D | -8.4% | +4.4% | -12.8% | -8.5% |
| 30D | +0.3% | -7.7% | +8.0% | +0.4% |
| 3M | +15.1% | -28.4% | +43.5% | +15.8% |
| 6M | +19.8% | -23.2% | +42.9% | +20.1% |
| YTD | +46.8% | -49.1% | +95.9% | +48.5% |
| 1Y | +59.7% | -42.4% | +102.1% | +60.9% |
| 3Y | +28.7% | +5.4% | +23.3% | +26.6% |
| 5Y | +110.7% | -92.9% | +203.6% | +105.1% |
| All | +288.8% | -14.4% | +303.2% | +292.4% |
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