+147.9%
OXY vs SCHG
+84.3%
+63.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +2.8% | -1.0% | +3.9% | +3.2% |
| 30D | +5.5% | -1.3% | +6.7% | +5.9% |
| 3M | +11.3% | +5.4% | +5.9% | +8.7% |
| 6M | +11.6% | +14.4% | -2.8% | +4.7% |
| YTD | +51.6% | +8.0% | +43.5% | +45.8% |
| 1Y | +36.2% | +12.7% | +23.5% | +28.1% |
| 3Y | +1.7% | +85.6% | -83.9% | -25.5% |
| All | +147.9% | +84.3% | +63.6% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling