+520.1%
ORCL vs SCHD
+566.1%
-45.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.8% |
| 7D | +5.3% | -0.3% | +5.5% | +5.5% |
| 30D | +10.0% | +3.4% | +6.5% | +6.6% |
| 3M | -32.6% | +7.6% | -40.2% | -37.3% |
| 6M | +4.9% | +12.2% | -7.2% | -6.5% |
| YTD | -17.8% | +29.0% | -46.7% | -36.2% |
| 1Y | -28.0% | +30.3% | -58.3% | -45.0% |
| 3Y | +36.0% | +56.1% | -20.1% | -13.7% |
| 5Y | +88.7% | +60.4% | +28.3% | +16.6% |
| 10Y | +346.9% | +241.3% | +105.6% | +18.9% |
| All | +520.1% | +566.1% | -45.9% | -31.0% |
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