-82.8%
RUN vs UPST
-93.6%
+10.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +33.4% | -4.9% | +38.3% | +34.6% |
| 30D | +31.1% | -8.9% | +40.0% | +34.3% |
| 3M | +6.4% | -26.3% | +32.7% | +16.6% |
| 6M | -22.2% | -23.7% | +1.5% | -15.8% |
| YTD | -45.8% | -49.9% | +4.2% | -33.3% |
| 1Y | -51.1% | -42.0% | -9.2% | -42.9% |
| 3Y | -3.0% | -25.3% | +22.3% | -20.6% |
| All | -82.8% | -93.6% | +10.7% | -80.2% |
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