-49.5%
ORCL vs SCHG
+5.5%
-55.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -4.4% |
| 7D | -14.4% | -2.5% | -11.9% | -9.8% |
| 30D | -12.8% | -5.4% | -7.4% | -2.2% |
| 3M | -14.8% | -2.2% | -12.6% | -10.2% |
| 6M | -30.9% | +5.2% | -36.1% | -34.6% |
| YTD | -35.7% | +6.8% | -42.5% | -39.8% |
| 1Y | -49.5% | +5.9% | -55.4% | -52.3% |
| All | -49.5% | +5.5% | -55.0% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling