+698.8%
ORCL vs SCHG
+1,145.2%
-446.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.9% |
| 7D | +5.3% | -0.7% | +6.0% | +6.0% |
| 30D | +10.0% | +0.2% | +9.7% | +9.9% |
| 3M | -32.6% | +2.2% | -34.8% | -33.5% |
| 6M | +4.9% | +15.0% | -10.1% | -6.3% |
| YTD | -17.8% | +9.2% | -26.9% | -22.8% |
| 1Y | -28.0% | +15.7% | -43.7% | -35.6% |
| 3Y | +36.0% | +87.3% | -51.2% | -18.3% |
| 5Y | +88.7% | +84.5% | +4.3% | +12.4% |
| 10Y | +346.9% | +448.7% | -101.8% | -13.8% |
| All | +698.8% | +1,145.2% | -446.4% | -34.0% |
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 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