+485.8%
RIOT vs SCHW
+301.0%
+184.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -1.5% | -1.9% | +0.4% | -0.3% |
| 30D | +5.7% | -1.6% | +7.3% | +6.4% |
| 3M | -17.9% | +21.3% | -39.1% | -29.7% |
| 6M | +45.0% | +16.5% | +28.5% | +26.6% |
| YTD | +69.5% | +8.4% | +61.0% | +56.6% |
| 1Y | +37.2% | +15.6% | +21.6% | +21.1% |
| 3Y | +111.7% | +86.8% | +24.9% | +32.3% |
| 5Y | -27.5% | +60.5% | -88.0% | -49.5% |
| All | +485.8% | +301.0% | +184.8% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling