+159.4%
COST vs UPST
-0.4%
+159.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.7% |
| 7D | -2.8% | -8.1% | +5.3% | -2.5% |
| 30D | -5.3% | -14.3% | +9.0% | -4.8% |
| 3M | -6.7% | -16.6% | +10.0% | -6.2% |
| 6M | -9.9% | -7.3% | -2.7% | -10.1% |
| YTD | +5.1% | -40.8% | +45.9% | +6.5% |
| 1Y | -7.3% | -62.4% | +55.1% | -4.8% |
| 3Y | +70.4% | -15.3% | +85.7% | +65.5% |
| 5Y | +104.4% | -91.1% | +195.5% | +95.2% |
| All | +159.4% | -0.4% | +159.8% | +157.6% |
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