+381.3%
RIO vs SCHG
+1,121.7%
-740.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.8% |
| 7D | -3.4% | -2.7% | -0.6% | -0.9% |
| 30D | +0.6% | -2.2% | +2.8% | +2.6% |
| 3M | +2.5% | +6.2% | -3.6% | -3.1% |
| 6M | +10.8% | +13.4% | -2.6% | -1.2% |
| YTD | +30.5% | +7.1% | +23.4% | +22.4% |
| 1Y | +68.1% | +12.5% | +55.6% | +50.4% |
| 3Y | +94.0% | +86.2% | +7.9% | +2.7% |
| 5Y | +92.0% | +83.9% | +8.1% | -3.3% |
| 10Y | +589.0% | +451.3% | +137.8% | -28.7% |
| All | +381.3% | +1,121.7% | -740.4% | -86.8% |
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 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