+86.8%
SCHW vs OXY
-1.2%
+88.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.9% | +2.8% | -4.7% | -2.2% |
| 30D | -1.6% | +5.5% | -7.1% | -2.2% |
| 3M | +21.3% | +11.3% | +10.0% | +19.6% |
| 6M | +16.5% | +11.6% | +4.9% | +14.3% |
| YTD | +8.4% | +51.6% | -43.1% | +0.4% |
| 1Y | +15.6% | +36.2% | -20.6% | +9.1% |
| 3Y | +86.8% | +1.7% | +85.1% | +81.9% |
| All | +86.8% | -1.2% | +88.0% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling