-86.0%
RUN vs OUST
-64.1%
-21.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.0% | -12.9% | -2.6% |
| 7D | +33.4% | +17.0% | +16.4% | +26.5% |
| 30D | +31.1% | -16.5% | +47.6% | +35.3% |
| 3M | +6.4% | -23.7% | +30.1% | +11.5% |
| 6M | -22.2% | +18.4% | -40.6% | -32.8% |
| YTD | -45.8% | +60.8% | -106.6% | -58.0% |
| 1Y | -51.1% | +44.2% | -95.3% | -61.3% |
| 3Y | -3.0% | +668.1% | -671.1% | -66.7% |
| 5Y | -82.2% | -48.8% | -33.4% | -86.8% |
| All | -86.0% | -64.1% | -21.9% | -88.5% |
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 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