+172.5%
COPX vs UPST
-88.8%
+261.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -4.0% | -3.5% | -0.4% | -3.6% |
| 30D | +4.5% | -7.1% | +11.7% | +5.3% |
| 3M | +0.8% | -13.1% | +13.9% | +2.2% |
| 6M | +3.2% | -1.1% | +4.3% | +2.8% |
| YTD | +26.7% | -35.9% | +62.6% | +31.0% |
| 1Y | +85.7% | -57.4% | +143.1% | +98.3% |
| 3Y | +151.2% | -14.9% | +166.0% | +134.3% |
| All | +172.5% | -88.8% | +261.3% | +187.4% |
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