-92.8%
UPST vs COO
-39.4%
-53.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -5.7% |
| 7D | -13.5% | -2.1% | -11.4% | -11.7% |
| 30D | -19.6% | +13.9% | -33.6% | -29.2% |
| 3M | -34.2% | -18.9% | -15.2% | -20.6% |
| 6M | -31.2% | +3.7% | -35.0% | -37.6% |
| YTD | -56.2% | -24.1% | -32.1% | -44.3% |
| 1Y | -51.7% | -14.2% | -37.5% | -46.5% |
| 3Y | -8.2% | -24.5% | +16.2% | +0.2% |
| 5Y | -92.8% | -40.4% | -52.3% | -87.8% |
| All | -92.8% | -39.4% | -53.3% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling