-4.9%
SCHW vs OUST
+46.4%
-51.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -1.0% |
| 7D | -0.9% | +19.9% | -20.9% | -1.5% |
| 30D | -4.4% | +3.6% | -8.0% | -4.7% |
| 3M | -15.9% | -20.6% | +4.8% | -15.6% |
| 6M | +2.0% | +35.1% | -33.1% | -5.3% |
| YTD | -7.3% | +69.1% | -76.4% | -18.7% |
| 1Y | -4.9% | +49.9% | -54.9% | -15.4% |
| All | -4.9% | +46.4% | -51.3% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling