+30.8%
RIO vs SCHG
+5.5%
+25.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +2.6% |
| 7D | -1.6% | -2.5% | +0.9% | +0.4% |
| 30D | -11.6% | -5.4% | -6.1% | -7.7% |
| 3M | -12.7% | -2.2% | -10.6% | -11.3% |
| 6M | -12.4% | +5.2% | -17.6% | -15.7% |
| YTD | +11.0% | +6.8% | +4.2% | +2.3% |
| 1Y | +30.8% | +5.9% | +24.9% | +21.2% |
| All | +30.8% | +5.5% | +25.3% | +21.2% |
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