-30.7%
UPST vs COO
-25.5%
-5.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -7.8% |
| 7D | -4.5% | +4.5% | -9.0% | -8.0% |
| 30D | -15.3% | +16.9% | -32.2% | -26.7% |
| 3M | -32.4% | -16.7% | -15.7% | -21.4% |
| 6M | -29.5% | +5.9% | -35.5% | -36.8% |
| YTD | -53.3% | -22.4% | -30.9% | -42.7% |
| 1Y | -47.4% | -10.1% | -37.2% | -44.5% |
| 3Y | -2.2% | -22.8% | +20.6% | +7.7% |
| 5Y | -92.0% | -41.4% | -50.6% | -88.1% |
| All | -30.7% | -25.5% | -5.3% | +5.4% |
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