+1,154.5%
RCL vs SCHG
+1,135.4%
+19.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.8% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | -17.3% | -1.5% | -15.9% | -15.7% |
| 3M | -2.8% | +4.4% | -7.2% | -8.4% |
| 6M | -4.4% | +15.7% | -20.1% | -21.1% |
| YTD | -4.2% | +8.3% | -12.5% | -13.7% |
| 1Y | -23.4% | +14.2% | -37.6% | -36.3% |
| 3Y | +179.4% | +88.3% | +91.1% | +17.1% |
| 5Y | +238.8% | +83.5% | +155.3% | +48.0% |
| 10Y | +350.2% | +444.2% | -94.0% | -62.4% |
| All | +1,154.5% | +1,135.4% | +19.2% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling