+32.1%
ORCL vs SCHG
+85.5%
-53.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | +0.3% |
| 7D | +10.9% | -0.9% | +11.8% | +12.2% |
| 30D | +7.0% | -2.3% | +9.3% | +10.5% |
| 3M | -21.2% | +4.5% | -25.7% | -25.1% |
| 6M | +7.4% | +13.6% | -6.2% | -6.7% |
| YTD | -16.3% | +7.6% | -23.8% | -22.1% |
| 1Y | -32.3% | +13.0% | -45.4% | -40.4% |
| All | +32.1% | +85.5% | -53.3% | -30.1% |
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