+57.2%
COP vs UPST
-44.0%
+101.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.2% |
| 7D | -8.4% | +4.4% | -12.8% | -7.9% |
| 30D | +0.3% | -7.7% | +8.0% | -0.2% |
| 3M | +15.1% | -28.4% | +43.5% | +12.0% |
| 6M | +19.8% | -23.2% | +42.9% | +17.0% |
| YTD | +46.8% | -49.1% | +95.9% | +47.9% |
| All | +57.2% | -44.0% | +101.2% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling