-4.8%
UPST vs COO
-18.4%
+13.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -0.2% |
| 7D | -3.5% | -2.2% | -1.3% | -1.4% |
| 30D | -7.1% | -7.0% | -0.1% | -0.7% |
| 3M | -13.1% | +12.2% | -25.3% | -24.2% |
| 6M | -1.1% | -15.1% | +14.0% | +14.0% |
| YTD | -35.9% | -15.1% | -20.8% | -26.1% |
| 1Y | -57.4% | +2.3% | -59.8% | -60.0% |
| 3Y | -14.9% | -23.7% | +8.8% | +0.9% |
| 5Y | -88.7% | -38.9% | -49.7% | -83.9% |
| All | -4.8% | -18.4% | +13.6% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling