+185.4%
CBOE vs UPST
-93.3%
+278.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.1% |
| 7D | +1.0% | +4.4% | -3.4% | +1.0% |
| 30D | +16.0% | -7.7% | +23.7% | +16.0% |
| 3M | +23.4% | -28.4% | +51.9% | +23.6% |
| 6M | +1.7% | -23.2% | +24.9% | +1.7% |
| YTD | +41.6% | -49.1% | +90.7% | +42.0% |
| 1Y | +38.5% | -42.4% | +80.8% | +38.7% |
| 3Y | +105.7% | +5.4% | +100.4% | +100.0% |
| 5Y | +185.4% | -92.9% | +278.3% | +202.5% |
| All | +185.4% | -93.3% | +278.8% | +202.5% |
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