-11.4%
RKT vs SCHG
+84.3%
-95.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.9% |
| 7D | -6.3% | -1.0% | -5.2% | -5.3% |
| 30D | -6.2% | -1.3% | -4.9% | -4.8% |
| 3M | -1.9% | +5.4% | -7.3% | -6.2% |
| 6M | -13.0% | +14.4% | -27.4% | -22.5% |
| YTD | -31.9% | +8.0% | -40.0% | -35.9% |
| 1Y | -37.6% | +12.7% | -50.3% | -43.6% |
| 3Y | +36.8% | +85.6% | -48.8% | -29.9% |
| All | -11.4% | +84.3% | -95.8% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling