+99.8%
CBOE vs UPST
-11.9%
+111.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.1% |
| 7D | -3.6% | -3.5% | -0.1% | -3.7% |
| 30D | +5.1% | -7.1% | +12.2% | +4.9% |
| 3M | +4.6% | -13.1% | +17.7% | +4.4% |
| 6M | -0.3% | -1.1% | +0.8% | 0.0% |
| YTD | +19.8% | -35.9% | +55.6% | +19.1% |
| 1Y | +28.4% | -57.4% | +85.8% | +26.6% |
| All | +99.8% | -11.9% | +111.8% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling