+159.3%
COST vs UPST
-3.5%
+162.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.1% |
| 7D | -2.5% | -12.0% | +9.5% | -2.1% |
| 30D | -4.4% | -16.0% | +11.6% | -3.9% |
| 3M | -8.1% | -17.2% | +9.1% | -7.6% |
| 6M | -9.2% | -10.9% | +1.6% | -9.2% |
| YTD | +5.1% | -42.6% | +47.7% | +6.6% |
| 1Y | -5.1% | -59.8% | +54.7% | -2.7% |
| 3Y | +70.4% | -17.9% | +88.2% | +65.6% |
| 5Y | +104.7% | -90.7% | +195.4% | +95.7% |
| All | +159.3% | -3.5% | +162.8% | +157.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling