-86.2%
RUN vs OUST
-68.5%
-17.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -9.0% | +21.3% | +14.7% |
| 7D | +30.0% | -5.0% | +35.1% | +30.6% |
| 30D | +27.0% | -32.0% | +59.1% | +38.7% |
| 3M | -5.9% | -32.4% | +26.4% | +2.0% |
| 6M | -26.7% | +6.7% | -33.4% | -34.8% |
| YTD | -46.4% | +41.0% | -87.4% | -56.9% |
| 1Y | -52.1% | +18.0% | -70.0% | -59.8% |
| 3Y | -8.9% | +560.6% | -569.6% | -67.3% |
| 5Y | -82.4% | -55.1% | -27.3% | -86.5% |
| All | -86.2% | -68.5% | -17.6% | -88.2% |
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