-85.1%
RUN vs UPST
-92.5%
+7.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.6% |
| 7D | -13.5% | -10.6% | -2.9% | -10.1% |
| 30D | +18.3% | -14.0% | +32.3% | +23.7% |
| 3M | -12.5% | -36.8% | +24.4% | +1.2% |
| 6M | -40.3% | -27.5% | -12.8% | -34.1% |
| YTD | -53.1% | -55.3% | +2.2% | -40.0% |
| 1Y | -54.3% | -47.5% | -6.7% | -44.4% |
| 3Y | -6.5% | -10.4% | +3.9% | -26.9% |
| All | -85.1% | -92.5% | +7.4% | -82.2% |
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 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