+701.5%
SCHW vs USO
-71.0%
+772.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -0.5% |
| 7D | -2.8% | +11.5% | -14.2% | -5.1% |
| 30D | -0.1% | +24.1% | -24.2% | -4.9% |
| 3M | +20.6% | +17.9% | +2.7% | +15.0% |
| 6M | +15.9% | +49.6% | -33.7% | +2.9% |
| YTD | +8.5% | +129.0% | -120.5% | -13.7% |
| 1Y | +17.8% | +112.0% | -94.1% | -4.8% |
| 3Y | +88.5% | +102.3% | -13.7% | +50.5% |
| 5Y | +60.6% | +224.5% | -163.9% | +8.3% |
| 10Y | +298.0% | +86.9% | +211.1% | +188.9% |
| All | +701.5% | -71.0% | +772.5% | +710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling