+149.2%
CBOE vs UPST
-90.2%
+239.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.7% |
| 7D | -4.6% | -1.5% | -3.1% | -4.6% |
| 30D | +2.6% | -13.2% | +15.9% | +2.7% |
| 3M | +4.9% | -13.0% | +17.9% | +5.0% |
| 6M | -2.2% | -2.9% | +0.7% | -2.3% |
| YTD | +17.7% | -38.3% | +56.0% | +18.0% |
| 1Y | +26.1% | -60.5% | +86.5% | +26.8% |
| 3Y | +97.1% | -11.7% | +108.9% | +93.0% |
| 5Y | +149.2% | -90.2% | +239.3% | +156.7% |
| All | +149.2% | -90.2% | +239.4% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling