+129.7%
COP vs UPST
-92.2%
+222.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.5% | +1.8% |
| 7D | +3.4% | -13.5% | +16.9% | +3.8% |
| 30D | -0.6% | -19.6% | +19.0% | 0.0% |
| 3M | +10.8% | -34.2% | +44.9% | +12.0% |
| 6M | +19.6% | -31.2% | +50.8% | +20.4% |
| YTD | +52.9% | -56.2% | +109.1% | +56.2% |
| 1Y | +62.2% | -51.7% | +113.9% | +64.8% |
| 3Y | +32.4% | -8.2% | +40.6% | +28.5% |
| 5Y | +129.7% | -92.8% | +222.5% | +149.3% |
| All | +129.7% | -92.2% | +222.0% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling