+1.7%
OXY vs SCHG
+86.3%
-84.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +2.8% | -1.0% | +3.9% | +3.1% |
| 30D | +5.5% | -1.3% | +6.7% | +5.7% |
| 3M | +11.3% | +5.4% | +5.9% | +9.6% |
| 6M | +11.6% | +14.4% | -2.8% | +6.7% |
| YTD | +51.6% | +8.0% | +43.5% | +48.2% |
| 1Y | +36.2% | +12.7% | +23.5% | +30.2% |
| 3Y | +1.7% | +85.6% | -83.9% | -16.8% |
| All | +1.7% | +86.3% | -84.6% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling