+403.2%
ORCL vs SCHD
+594.9%
-191.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.3% |
| 7D | +3.8% | -0.5% | +4.3% | +4.4% |
| 30D | -6.6% | +8.3% | -14.9% | -13.4% |
| 3M | -11.4% | +5.9% | -17.4% | -16.4% |
| 6M | -33.3% | +15.3% | -48.6% | -42.2% |
| YTD | -33.3% | +34.5% | -67.8% | -50.5% |
| 1Y | -44.9% | +37.2% | -82.1% | -60.0% |
| 3Y | +17.6% | +73.6% | -56.0% | -32.9% |
| 5Y | +46.1% | +63.7% | -17.6% | -11.6% |
| 10Y | +277.8% | +258.1% | +19.7% | -4.4% |
| All | +403.2% | +594.9% | -191.7% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling