+336.5%
ORCL vs SCHD
+243.2%
+93.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.1% |
| 7D | -0.7% | -3.1% | +2.4% | +2.0% |
| 30D | +5.1% | -0.8% | +5.9% | +5.8% |
| 3M | -23.7% | +6.2% | -29.9% | -28.0% |
| 6M | +3.1% | +11.8% | -8.7% | -7.2% |
| YTD | -20.8% | +26.0% | -46.7% | -36.2% |
| 1Y | -52.9% | +28.1% | -81.0% | -62.9% |
| 3Y | +25.4% | +54.6% | -29.2% | -17.4% |
| 5Y | +82.4% | +60.3% | +22.1% | +16.5% |
| All | +336.5% | +243.2% | +93.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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