-87.6%
RUN vs OUST
-62.4%
-25.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | +1.3% | +5.2% | -4.0% | -0.1% |
| 30D | -15.3% | -19.3% | +4.0% | -10.7% |
| 3M | -40.0% | -22.6% | -17.4% | -38.9% |
| 6M | -27.0% | +62.8% | -89.7% | -41.9% |
| YTD | -51.7% | +68.3% | -120.0% | -62.3% |
| 1Y | -45.9% | +28.5% | -74.4% | -55.9% |
| 3Y | -43.8% | +554.0% | -597.8% | -79.1% |
| 5Y | -80.5% | -56.2% | -24.3% | -84.5% |
| All | -87.6% | -62.4% | -25.1% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling