-34.5%
RBLX vs SCHW
+79.6%
-114.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +5.1% | -1.9% | +6.9% | +5.9% |
| 30D | +28.0% | -1.6% | +29.7% | +28.8% |
| 3M | +4.6% | +21.3% | -16.6% | -4.5% |
| 6M | -24.7% | +16.5% | -41.1% | -30.2% |
| YTD | -43.8% | +8.4% | -52.3% | -46.2% |
| 1Y | -65.8% | +15.6% | -81.4% | -68.2% |
| 3Y | +59.4% | +86.8% | -27.5% | +19.4% |
| 5Y | -48.2% | +60.5% | -108.7% | -57.9% |
| All | -34.5% | +79.6% | -114.1% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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