+162.5%
SCHW vs OUST
-60.2%
+222.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | +0.6% |
| 7D | +4.5% | +36.7% | -32.1% | +2.2% |
| 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% | -1.4% |
| YTD | -6.3% | +78.2% | -84.5% | -13.7% |
| 1Y | -1.4% | +50.0% | -51.4% | -8.2% |
| 3Y | +77.6% | +836.2% | -758.5% | +33.0% |
| 5Y | +22.7% | -50.0% | +72.7% | +10.0% |
| All | +162.5% | -60.2% | +222.7% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling