+238.6%
SCHD vs USO
+86.2%
+152.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -2.0% | +9.1% | -11.1% | -3.0% |
| 30D | -0.4% | +21.7% | -22.1% | -2.8% |
| 3M | +5.7% | +20.2% | -14.5% | +3.0% |
| 6M | +11.9% | +43.4% | -31.5% | +5.6% |
| YTD | +26.4% | +124.0% | -97.5% | +11.9% |
| 1Y | +27.6% | +112.2% | -84.6% | +13.6% |
| 3Y | +54.9% | +97.7% | -42.7% | +37.6% |
| 5Y | +60.9% | +217.4% | -156.5% | +29.8% |
| All | +238.6% | +86.2% | +152.5% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 10y: compounded portfolio wealth divided by compounded USO 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…
10y analysis · Full analysis span regression · 6 months rolling