+288.2%
COP vs UPST
+7.9%
+280.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.0% |
| 7D | +3.0% | -3.5% | +6.5% | +3.1% |
| 30D | +17.5% | -7.1% | +24.6% | +17.6% |
| 3M | +13.4% | -13.1% | +26.4% | +13.6% |
| 6M | +17.7% | -1.1% | +18.8% | +17.3% |
| YTD | +46.6% | -35.9% | +82.4% | +47.6% |
| 1Y | +44.6% | -57.4% | +102.0% | +47.0% |
| 3Y | +20.7% | -14.9% | +35.6% | +18.9% |
| 5Y | +185.0% | -88.7% | +273.7% | +177.5% |
| All | +288.2% | +7.9% | +280.3% | +290.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling