+159.6%
SCHW vs OUST
-62.3%
+221.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.9% |
| 7D | -0.9% | +19.9% | -20.9% | -2.2% |
| 30D | -4.4% | +3.6% | -8.0% | -4.9% |
| 3M | -15.9% | -20.6% | +4.8% | -15.2% |
| 6M | +2.0% | +35.1% | -33.1% | -3.3% |
| YTD | -7.3% | +69.1% | -76.4% | -14.3% |
| 1Y | -4.9% | +49.9% | -54.9% | -11.5% |
| 3Y | +74.9% | +642.4% | -567.5% | +33.5% |
| 5Y | +19.2% | -48.3% | +67.5% | +6.5% |
| All | +159.6% | -62.3% | +221.9% | +143.0% |
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 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