+336.5%
ORCL vs SCHG
+454.2%
-117.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -4.9% | -5.0% |
| 7D | -0.7% | -2.7% | +2.0% | +1.7% |
| 30D | +5.1% | -2.2% | +7.3% | +7.4% |
| 3M | -23.7% | +6.2% | -29.9% | -27.2% |
| 6M | +3.1% | +13.4% | -10.3% | -6.1% |
| YTD | -20.8% | +7.1% | -27.9% | -24.1% |
| 1Y | -52.9% | +12.5% | -65.4% | -56.5% |
| 3Y | +25.4% | +86.2% | -60.8% | -20.0% |
| 5Y | +82.4% | +83.9% | -1.5% | +15.8% |
| All | +336.5% | +454.2% | -117.7% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling