+532.9%
ORCL vs SCHG
+1,094.5%
-561.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.6% |
| 7D | +8.0% | +2.7% | +5.2% | +5.4% |
| 30D | -4.0% | -5.2% | +1.2% | +1.4% |
| 3M | -19.5% | -5.2% | -14.3% | -14.6% |
| 6M | -33.5% | -0.6% | -32.9% | -31.9% |
| YTD | -34.8% | +4.7% | -39.6% | -35.9% |
| 1Y | -41.6% | +6.0% | -47.6% | -43.1% |
| 3Y | +13.8% | +78.9% | -65.2% | -28.3% |
| 5Y | +43.4% | +69.9% | -26.5% | -7.0% |
| 10Y | +268.8% | +433.0% | -164.1% | -26.4% |
| All | +532.9% | +1,094.5% | -561.6% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling