+79.8%
SCHD vs OSCR
-9.0%
+88.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -2.0% | +1.6% | -3.6% | -2.0% |
| 30D | -0.4% | +10.7% | -11.1% | -0.9% |
| 3M | +5.7% | +13.4% | -7.6% | +5.0% |
| 6M | +11.9% | +144.6% | -132.7% | +7.3% |
| YTD | +26.4% | +128.0% | -101.6% | +21.5% |
| 1Y | +27.6% | +68.7% | -41.0% | +23.7% |
| 3Y | +54.9% | +398.8% | -343.8% | +38.4% |
| 5Y | +60.9% | +87.3% | -26.3% | +41.2% |
| All | +79.8% | -9.0% | +88.8% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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