-85.0%
RUN vs OUST
-45.2%
-39.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.9% | -9.7% | -10.3% |
| 7D | +0.3% | +31.9% | -31.5% | -7.8% |
| 30D | +14.0% | -4.2% | +18.2% | +13.2% |
| 3M | -11.8% | -9.3% | -2.5% | -11.7% |
| 6M | -40.4% | +51.7% | -92.0% | -51.5% |
| YTD | -52.7% | +76.6% | -129.3% | -64.2% |
| 1Y | -52.5% | +48.9% | -101.4% | -62.5% |
| 3Y | -7.7% | +675.3% | -683.0% | -68.4% |
| All | -85.0% | -45.2% | -39.8% | -85.8% |
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