+333.1%
RCL vs SCHG
+459.0%
-125.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.6% |
| 7D | -1.9% | -1.0% | -0.9% | -0.6% |
| 30D | -15.5% | -1.3% | -14.3% | -14.3% |
| 3M | -9.7% | +5.4% | -15.1% | -15.6% |
| 6M | -8.7% | +14.4% | -23.2% | -22.3% |
| YTD | -5.8% | +8.0% | -13.8% | -13.9% |
| 1Y | -24.5% | +12.7% | -37.2% | -35.0% |
| 3Y | +173.9% | +85.6% | +88.3% | +27.9% |
| 5Y | +228.0% | +85.5% | +142.5% | +54.4% |
| All | +333.1% | +459.0% | -125.9% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling