+212.8%
RDDT vs SCHW
+58.3%
+154.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +2.1% | -1.9% | +4.0% | +3.4% |
| 30D | +2.8% | -1.6% | +4.4% | +3.9% |
| 3M | -8.9% | +21.3% | -30.2% | -19.8% |
| 6M | +15.1% | +16.5% | -1.4% | +3.2% |
| YTD | -31.4% | +8.4% | -39.8% | -36.3% |
| 1Y | -39.4% | +15.6% | -55.1% | -46.3% |
| All | +212.8% | +58.3% | +154.5% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling