-24.5%
UPST vs COO
-25.1%
+0.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | -0.6% |
| 7D | +4.4% | +4.3% | +0.1% | +0.7% |
| 30D | -7.7% | +17.6% | -25.3% | -20.5% |
| 3M | -28.4% | -13.9% | -14.6% | -19.5% |
| 6M | -23.2% | +6.6% | -29.7% | -31.4% |
| YTD | -49.1% | -22.0% | -27.1% | -37.8% |
| 1Y | -42.4% | -8.8% | -33.6% | -40.2% |
| 3Y | +5.4% | -21.5% | +26.8% | +13.6% |
| 5Y | -92.9% | -41.0% | -51.9% | -89.5% |
| All | -24.5% | -25.1% | +0.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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