+45.9%
OXY vs SCHG
+5.5%
+40.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -4.3% |
| 7D | -8.8% | -2.5% | -6.3% | -10.4% |
| 30D | -1.7% | -5.4% | +3.8% | -5.3% |
| 3M | +4.5% | -2.2% | +6.7% | +3.3% |
| 6M | -4.0% | +5.2% | -9.2% | +0.8% |
| YTD | +41.4% | +6.8% | +34.6% | +53.5% |
| 1Y | +45.9% | +5.9% | +40.0% | +59.0% |
| All | +45.9% | +5.5% | +40.4% | +59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling