-82.8%
RUN vs OUST
-49.1%
-33.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.0% | -12.9% | -2.5% |
| 7D | +33.4% | +17.0% | +16.4% | +26.6% |
| 30D | +31.1% | -16.5% | +47.6% | +35.2% |
| 3M | +6.4% | -23.7% | +30.1% | +11.4% |
| 6M | -22.2% | +18.4% | -40.6% | -32.7% |
| YTD | -45.8% | +60.8% | -106.6% | -57.9% |
| 1Y | -51.1% | +44.2% | -95.3% | -61.2% |
| 3Y | -3.0% | +668.1% | -671.1% | -67.2% |
| All | -82.8% | -49.1% | -33.8% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling