+336.5%
ORCL vs SCHW
+301.3%
+35.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | -0.7% | -2.8% | +2.0% | +0.1% |
| 30D | +5.1% | -0.1% | +5.2% | +5.1% |
| 3M | -23.7% | +20.6% | -44.3% | -28.3% |
| 6M | +3.1% | +15.9% | -12.9% | -2.2% |
| YTD | -20.8% | +8.5% | -29.3% | -23.3% |
| 1Y | -52.9% | +17.8% | -70.7% | -55.6% |
| 3Y | +25.4% | +88.5% | -63.1% | +0.4% |
| 5Y | +82.4% | +60.6% | +21.8% | +47.8% |
| All | +336.5% | +301.3% | +35.2% | +135.5% |
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