+123.7%
COPX vs UPST
-29.4%
+153.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | -1.0% | -4.9% | +3.9% | -0.4% |
| 30D | -14.8% | -8.9% | -5.9% | -13.9% |
| 3M | -17.2% | -26.3% | +9.1% | -14.4% |
| 6M | -14.5% | -23.7% | +9.3% | -12.0% |
| YTD | -0.4% | -49.9% | +49.5% | +6.1% |
| 1Y | +21.9% | -42.0% | +63.8% | +27.7% |
| 3Y | +123.7% | -25.3% | +149.0% | +110.7% |
| All | +123.7% | -29.4% | +153.1% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling