-51.1%
RUN vs OUST
+32.6%
-83.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.0% | -12.9% | -1.5% |
| 7D | +33.4% | +17.0% | +16.4% | +28.3% |
| 30D | +31.1% | -16.5% | +47.6% | +34.7% |
| 3M | +6.4% | -23.7% | +30.1% | +10.5% |
| 6M | -22.2% | +18.4% | -40.6% | -29.9% |
| YTD | -45.8% | +60.8% | -106.6% | -57.3% |
| 1Y | -51.1% | +44.2% | -95.3% | -60.6% |
| All | -51.1% | +32.6% | -83.7% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling