+62.2%
COP vs UPST
-51.0%
+113.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.5% | +0.9% |
| 7D | +3.4% | -13.5% | +16.9% | +2.0% |
| 30D | -0.6% | -19.6% | +19.0% | -2.4% |
| 3M | +10.8% | -34.2% | +44.9% | +6.8% |
| 6M | +19.6% | -31.2% | +50.8% | +15.3% |
| YTD | +52.9% | -56.2% | +109.1% | +51.9% |
| 1Y | +62.2% | -51.7% | +113.9% | +56.8% |
| All | +62.2% | -51.0% | +113.2% | +56.8% |
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 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