-41.6%
ORCL vs SCHG
+4.3%
-46.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | +0.1% |
| 7D | +8.0% | +2.7% | +5.2% | +2.7% |
| 30D | -4.0% | -5.2% | +1.2% | +6.8% |
| 3M | -19.5% | -5.2% | -14.3% | -9.8% |
| 6M | -33.5% | -0.6% | -32.9% | -30.6% |
| YTD | -34.8% | +4.7% | -39.6% | -36.1% |
| 1Y | -41.6% | +6.0% | -47.6% | -43.8% |
| All | -41.6% | +4.3% | -46.0% | -43.8% |
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