+60.3%
SCHD vs OUST
-54.9%
+115.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.2% |
| 7D | -1.7% | +17.0% | -18.7% | -2.3% |
| 30D | +7.7% | -16.5% | +24.2% | +8.2% |
| 3M | +5.2% | -23.7% | +28.9% | +5.8% |
| 6M | +12.9% | +18.4% | -5.5% | +10.2% |
| YTD | +31.4% | +60.8% | -29.4% | +26.0% |
| 1Y | +37.3% | +44.2% | -6.9% | +32.0% |
| 3Y | +68.3% | +668.1% | -599.8% | +41.8% |
| All | +60.3% | -54.9% | +115.2% | +46.0% |
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