+311.4%
COP vs UPST
-24.8%
+336.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.6% | +1.5% |
| 7D | +4.4% | -10.6% | +15.1% | +4.6% |
| 30D | 0.0% | -14.0% | +13.9% | +0.2% |
| 3M | +15.0% | -36.8% | +51.9% | +16.0% |
| 6M | +22.0% | -27.5% | +49.5% | +22.4% |
| YTD | +55.3% | -55.3% | +110.6% | +57.5% |
| 1Y | +64.1% | -47.5% | +111.7% | +65.5% |
| 3Y | +34.1% | -10.4% | +44.5% | +32.2% |
| 5Y | +133.4% | -92.6% | +226.0% | +128.1% |
| All | +311.4% | -24.8% | +336.2% | +316.2% |
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 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