+274.5%
COPX vs UPST
-0.4%
+274.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +5.0% | +1.3% |
| 7D | +6.0% | -8.1% | +14.1% | +6.7% |
| 30D | +6.4% | -14.3% | +20.7% | +7.7% |
| 3M | +19.3% | -16.6% | +35.9% | +20.9% |
| 6M | +16.2% | -7.3% | +23.5% | +16.5% |
| YTD | +33.2% | -40.8% | +74.0% | +37.7% |
| 1Y | +90.2% | -62.4% | +152.7% | +102.8% |
| 3Y | +175.7% | -15.3% | +191.0% | +162.1% |
| 5Y | +193.1% | -91.1% | +284.2% | +187.2% |
| All | +274.5% | -0.4% | +274.9% | +230.3% |
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 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