+59.5%
SCHW vs OXY
+160.1%
-100.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -1.9% | +2.8% | -4.7% | -2.3% |
| 30D | -1.6% | +5.5% | -7.1% | -2.5% |
| 3M | +21.3% | +11.3% | +10.0% | +18.8% |
| 6M | +16.5% | +11.6% | +4.9% | +13.5% |
| YTD | +8.4% | +51.6% | -43.1% | -0.9% |
| 1Y | +15.6% | +36.2% | -20.6% | +7.7% |
| 3Y | +86.8% | +1.7% | +85.1% | +81.7% |
| All | +59.5% | +160.1% | -100.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling