+33,471.1%
ORCL vs SCHW
+53,020.6%
-19,549.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | +5.3% | -0.8% | +6.0% | +5.6% |
| 30D | +10.0% | +1.5% | +8.5% | +9.4% |
| 3M | -32.6% | +24.6% | -57.1% | -37.9% |
| 6M | +4.9% | +14.5% | -9.6% | -0.7% |
| YTD | -17.8% | +10.5% | -28.2% | -21.2% |
| 1Y | -28.0% | +13.4% | -41.4% | -32.0% |
| 3Y | +36.0% | +88.3% | -52.2% | +5.3% |
| 5Y | +88.7% | +62.1% | +26.6% | +47.3% |
| 10Y | +346.9% | +297.3% | +49.6% | +133.5% |
| All | +33,471.1% | +53,020.6% | -19,549.4% | +2,326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling