+77.6%
SCHW vs OUST
+794.9%
-717.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | +0.8% |
| 7D | +4.5% | +36.7% | -32.1% | +2.7% |
| 30D | -4.1% | -3.3% | -0.8% | -4.2% |
| 3M | -13.6% | -11.1% | -2.4% | -13.5% |
| 6M | +5.0% | +53.1% | -48.1% | -1.1% |
| YTD | -6.3% | +78.2% | -84.5% | -13.3% |
| 1Y | -1.4% | +50.0% | -51.4% | -7.9% |
| 3Y | +77.6% | +836.2% | -758.5% | +35.4% |
| All | +77.6% | +794.9% | -717.3% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling