+17.1%
COST vs UPST
-48.7%
+65.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | -0.3% |
| 7D | +4.6% | -4.5% | +9.1% | +4.4% |
| 30D | +12.8% | -15.3% | +28.1% | +12.1% |
| 3M | +12.1% | -32.4% | +44.5% | +10.7% |
| 6M | +6.0% | -29.5% | +35.5% | +4.8% |
| YTD | +24.4% | -53.3% | +77.7% | +22.9% |
| 1Y | +17.1% | -47.4% | +64.5% | +17.0% |
| All | +17.1% | -48.7% | +65.8% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling