+163.1%
COST vs UPST
+7.9%
+155.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -3.1% | -3.5% | +0.4% | -3.0% |
| 30D | -2.8% | -7.1% | +4.3% | -2.6% |
| 3M | -5.7% | -13.1% | +7.4% | -5.4% |
| 6M | -8.8% | -1.1% | -7.7% | -9.1% |
| YTD | +6.7% | -35.9% | +42.5% | +7.7% |
| 1Y | -3.6% | -57.4% | +53.8% | -1.4% |
| 3Y | +75.1% | -14.9% | +90.0% | +70.0% |
| 5Y | +108.9% | -88.7% | +197.6% | +99.1% |
| All | +163.1% | +7.9% | +155.2% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling