+13.8%
ORCL vs SCHG
+79.3%
-65.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.3% |
| 7D | +8.0% | +2.7% | +5.2% | +4.2% |
| 30D | -4.0% | -5.2% | +1.2% | +3.7% |
| 3M | -19.5% | -5.2% | -14.3% | -12.6% |
| 6M | -33.5% | -0.6% | -32.9% | -31.3% |
| YTD | -34.8% | +4.7% | -39.6% | -36.6% |
| 1Y | -41.6% | +6.0% | -47.6% | -43.9% |
| 3Y | +13.8% | +78.9% | -65.2% | -31.2% |
| All | +13.8% | +79.3% | -65.5% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling