+125.6%
SCHD vs OUST
-60.2%
+185.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | +1.0% |
| 7D | -0.7% | +36.7% | -37.4% | -1.8% |
| 30D | +7.9% | -3.3% | +11.2% | +7.8% |
| 3M | +6.0% | -11.1% | +17.1% | +6.0% |
| 6M | +14.5% | +53.1% | -38.5% | +11.1% |
| YTD | +33.2% | +78.2% | -45.1% | +27.7% |
| 1Y | +38.1% | +50.0% | -11.9% | +33.2% |
| 3Y | +73.5% | +836.2% | -762.7% | +48.2% |
| 5Y | +62.5% | -50.0% | +112.5% | +47.5% |
| All | +125.6% | -60.2% | +185.8% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling