+201.6%
SCHW vs OUST
-62.6%
+264.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | -1.6% | +4.0% | -5.6% | -1.8% |
| 30D | -1.1% | -14.0% | +12.9% | -0.2% |
| 3M | +20.4% | -5.9% | +26.3% | +18.9% |
| 6M | +13.6% | +76.4% | -62.7% | +5.6% |
| YTD | +7.7% | +67.5% | -59.8% | +0.1% |
| 1Y | +15.2% | +27.1% | -11.9% | +8.3% |
| 3Y | +87.1% | +619.0% | -531.9% | +43.4% |
| 5Y | +57.5% | -54.9% | +112.4% | +42.8% |
| All | +201.6% | -62.6% | +264.2% | +184.0% |
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