-85.9%
RUN vs UPST
-21.5%
-64.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -8.3% | -2.3% | -8.4% |
| 7D | +0.3% | -4.5% | +4.8% | +1.4% |
| 30D | +14.0% | -15.3% | +29.3% | +18.6% |
| 3M | -11.8% | -32.4% | +20.7% | -2.8% |
| 6M | -40.4% | -29.5% | -10.9% | -35.1% |
| YTD | -52.7% | -53.3% | +0.7% | -43.0% |
| 1Y | -52.5% | -47.4% | -5.2% | -44.6% |
| 3Y | -7.7% | -2.2% | -5.5% | -21.4% |
| 5Y | -83.9% | -92.0% | +8.2% | -83.4% |
| All | -85.9% | -21.5% | -64.4% | -88.1% |
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