-25.1%
RCL vs SCHG
+16.6%
-41.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.8% |
| 7D | -5.1% | -0.7% | -4.4% | -4.4% |
| 30D | -19.0% | +0.2% | -19.2% | -19.2% |
| 3M | -9.6% | +2.2% | -11.8% | -11.8% |
| 6M | -6.7% | +15.0% | -21.7% | -19.4% |
| YTD | -3.9% | +9.2% | -13.1% | -15.4% |
| 1Y | -25.1% | +15.7% | -40.8% | -34.8% |
| All | -25.1% | +16.6% | -41.7% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling