+218.3%
COST vs UPST
-24.8%
+243.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.9% | +1.2% |
| 7D | +5.0% | -10.6% | +15.6% | +5.4% |
| 30D | +12.8% | -14.0% | +26.8% | +13.3% |
| 3M | +15.2% | -36.8% | +52.0% | +16.8% |
| 6M | +7.4% | -27.5% | +34.9% | +8.1% |
| YTD | +29.0% | -55.3% | +84.3% | +31.7% |
| 1Y | +20.3% | -47.5% | +67.8% | +22.0% |
| 3Y | +99.0% | -10.4% | +109.4% | +93.1% |
| 5Y | +125.7% | -92.6% | +218.3% | +117.2% |
| All | +218.3% | -24.8% | +243.1% | +218.7% |
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 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