+551.1%
SCHD vs OXY
+17.2%
+533.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -0.8% | +4.0% | -4.8% | -1.6% |
| 3M | +6.2% | +7.6% | -1.4% | +4.4% |
| 6M | +11.8% | +16.2% | -4.4% | +7.8% |
| YTD | +26.0% | +50.8% | -24.9% | +15.1% |
| 1Y | +28.1% | +34.7% | -6.6% | +19.4% |
| 3Y | +54.6% | -1.0% | +55.6% | +51.0% |
| 5Y | +60.3% | +163.2% | -102.9% | +24.5% |
| 10Y | +242.1% | +5.5% | +236.6% | +185.7% |
| All | +551.1% | +17.2% | +533.8% | +401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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