+246.7%
CBOE vs UPST
-0.4%
+247.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.5% |
| 7D | -0.8% | -8.1% | +7.3% | -0.8% |
| 30D | +2.7% | -14.3% | +17.0% | +2.7% |
| 3M | +0.7% | -16.6% | +17.4% | +0.7% |
| 6M | -2.0% | -7.3% | +5.3% | -2.0% |
| YTD | +17.1% | -40.8% | +57.9% | +17.2% |
| 1Y | +26.5% | -62.4% | +88.9% | +26.6% |
| 3Y | +96.1% | -15.3% | +111.4% | +94.8% |
| 5Y | +149.3% | -91.1% | +240.4% | +143.6% |
| All | +246.7% | -0.4% | +247.2% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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