+62.6%
SCHD vs OUST
-56.2%
+118.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -0.3% | +5.2% | -5.5% | -0.5% |
| 30D | +3.4% | -19.3% | +22.7% | +4.1% |
| 3M | +7.6% | -22.6% | +30.3% | +7.7% |
| 6M | +12.2% | +62.8% | -50.6% | +8.1% |
| YTD | +29.0% | +68.3% | -39.4% | +23.8% |
| 1Y | +30.3% | +28.5% | +1.7% | +25.7% |
| 3Y | +56.1% | +554.0% | -497.9% | +32.8% |
| All | +62.6% | -56.2% | +118.7% | +52.7% |
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