-33.6%
UPST vs COO
-26.6%
-7.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.5% |
| 7D | -10.6% | +0.5% | -11.1% | -10.9% |
| 30D | -14.0% | +14.2% | -28.1% | -23.8% |
| 3M | -36.8% | -18.2% | -18.6% | -25.2% |
| 6M | -27.5% | +5.3% | -32.9% | -34.6% |
| YTD | -55.3% | -23.6% | -31.7% | -44.3% |
| 1Y | -47.5% | -12.7% | -34.9% | -43.2% |
| 3Y | -10.4% | -24.2% | +13.8% | +0.5% |
| 5Y | -92.6% | -40.0% | -52.6% | -88.9% |
| All | -33.6% | -26.6% | -7.1% | +2.4% |
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