-86.0%
RUN vs UPST
-24.8%
-61.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.7% |
| 7D | -13.5% | -10.6% | -2.9% | -10.8% |
| 30D | +18.3% | -14.0% | +32.3% | +22.6% |
| 3M | -12.5% | -36.8% | +24.4% | -1.8% |
| 6M | -40.3% | -27.5% | -12.8% | -35.4% |
| YTD | -53.1% | -55.3% | +2.2% | -42.9% |
| 1Y | -54.3% | -47.5% | -6.7% | -46.5% |
| 3Y | -6.5% | -10.4% | +3.9% | -18.6% |
| 5Y | -85.3% | -92.6% | +7.3% | -84.6% |
| All | -86.0% | -24.8% | -61.3% | -88.0% |
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