-85.1%
RUN vs UPST
+3.8%
-88.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.8% | +7.5% | +4.7% |
| 7D | +10.2% | -1.5% | +11.7% | +10.6% |
| 30D | -9.6% | -13.2% | +3.6% | -6.3% |
| 3M | -31.5% | -13.0% | -18.5% | -28.9% |
| 6M | -18.7% | -2.9% | -15.8% | -18.5% |
| YTD | -49.9% | -38.3% | -11.6% | -43.6% |
| 1Y | -45.5% | -60.5% | +14.9% | -32.2% |
| 3Y | -34.1% | -11.7% | -22.4% | -43.0% |
| 5Y | -79.4% | -90.2% | +10.7% | -80.1% |
| All | -85.1% | +3.8% | -88.9% | -88.2% |
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