+51,606.1%
SCHW vs OXY
+1,397.2%
+50,208.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.8% | +1.4% | -4.1% | -3.2% |
| 30D | -0.1% | +4.0% | -4.1% | -1.5% |
| 3M | +20.6% | +7.6% | +13.0% | +16.9% |
| 6M | +15.9% | +16.2% | -0.2% | +8.5% |
| YTD | +8.5% | +50.8% | -42.3% | -7.7% |
| 1Y | +17.8% | +34.7% | -16.8% | +3.6% |
| 3Y | +88.5% | -1.0% | +89.5% | +79.2% |
| 5Y | +60.6% | +163.2% | -102.6% | +0.5% |
| 10Y | +298.0% | +5.5% | +292.5% | +172.6% |
| All | +51,606.1% | +1,397.2% | +50,208.9% | +14,322.8% |
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