-54.1%
RUN vs OUST
+50.6%
-104.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +3.2% | +14.0% | -10.8% | -0.1% |
| 30D | +19.5% | +2.5% | +17.0% | +17.6% |
| 3M | -9.6% | -15.3% | +5.7% | -7.8% |
| 6M | -37.3% | +42.6% | -79.9% | -46.5% |
| YTD | -50.7% | +76.6% | -127.3% | -63.9% |
| 1Y | -54.1% | +54.1% | -108.1% | -64.5% |
| All | -54.1% | +50.6% | -104.7% | -64.5% |
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