+206.8%
COST vs UPST
-21.5%
+228.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +0.3% |
| 7D | +4.6% | -4.5% | +9.1% | +4.7% |
| 30D | +12.8% | -15.3% | +28.1% | +13.3% |
| 3M | +12.1% | -32.4% | +44.5% | +13.4% |
| 6M | +6.0% | -29.5% | +35.5% | +6.9% |
| YTD | +24.4% | -53.3% | +77.7% | +26.8% |
| 1Y | +17.1% | -47.4% | +64.5% | +18.8% |
| 3Y | +92.2% | -2.2% | +94.4% | +85.9% |
| 5Y | +122.5% | -92.0% | +214.6% | +113.9% |
| All | +206.8% | -21.5% | +228.3% | +206.8% |
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 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