-25.7%
UPST vs COO
-26.9%
+1.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | +0.5% |
| 7D | -4.9% | +4.7% | -9.6% | -8.9% |
| 30D | -8.9% | +13.9% | -22.8% | -19.2% |
| 3M | -26.3% | -14.9% | -11.4% | -16.2% |
| 6M | -23.7% | +2.0% | -25.8% | -29.1% |
| YTD | -49.9% | -23.9% | -26.0% | -37.4% |
| 1Y | -42.0% | -9.6% | -32.4% | -39.4% |
| 3Y | -25.3% | -25.4% | +0.1% | -14.4% |
| 5Y | -93.4% | -41.2% | -52.2% | -90.0% |
| All | -25.7% | -26.9% | +1.2% | +15.0% |
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