+209.4%
SCHW vs OUST
-62.4%
+271.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -0.8% | +5.2% | -6.0% | -1.1% |
| 30D | +1.5% | -19.3% | +20.7% | +2.8% |
| 3M | +24.6% | -22.6% | +47.2% | +24.6% |
| 6M | +14.5% | +62.8% | -48.2% | +7.1% |
| YTD | +10.5% | +68.3% | -57.9% | +2.7% |
| 1Y | +13.4% | +28.5% | -15.2% | +6.5% |
| 3Y | +88.3% | +554.0% | -465.8% | +45.3% |
| 5Y | +62.1% | -56.2% | +118.3% | +47.3% |
| All | +209.4% | -62.4% | +271.8% | +191.3% |
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