+90.2%
COPX vs UPST
-62.0%
+152.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +5.0% | +1.6% |
| 7D | +6.0% | -8.1% | +14.1% | +7.5% |
| 30D | +6.4% | -14.3% | +20.7% | +9.1% |
| 3M | +19.3% | -16.6% | +35.9% | +22.6% |
| 6M | +16.2% | -7.3% | +23.5% | +17.1% |
| YTD | +33.2% | -40.8% | +74.0% | +39.6% |
| 1Y | +90.2% | -62.4% | +152.7% | +94.1% |
| All | +90.2% | -62.0% | +152.3% | +94.1% |
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