+270.3%
ORCL vs SCHW
+190.5%
+79.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | +8.0% | +2.0% | +6.0% | +7.3% |
| 30D | -4.0% | -3.6% | -0.4% | -3.0% |
| 3M | -19.5% | -15.0% | -4.5% | -15.7% |
| 6M | -33.5% | +2.6% | -36.1% | -34.5% |
| YTD | -34.8% | -5.7% | -29.1% | -34.3% |
| 1Y | -41.6% | -0.9% | -40.7% | -42.1% |
| 3Y | +13.8% | +79.4% | -65.6% | -7.7% |
| 5Y | +43.4% | +21.2% | +22.2% | +27.2% |
| All | +270.3% | +190.5% | +79.8% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 10y: compounded portfolio wealth divided by compounded SCHW 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…
10y analysis · Full analysis span regression · 6 months rolling