+53.1%
ROK vs SCHG
+86.3%
-33.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.9% |
| 7D | -1.2% | -1.0% | -0.2% | -0.4% |
| 30D | -4.8% | -1.3% | -3.5% | -3.8% |
| 3M | -6.1% | +5.4% | -11.5% | -10.5% |
| 6M | +15.5% | +14.4% | +1.1% | +2.7% |
| YTD | +11.2% | +8.0% | +3.1% | +3.8% |
| 1Y | +23.8% | +12.7% | +11.1% | +11.6% |
| 3Y | +53.1% | +85.6% | -32.5% | -9.5% |
| All | +53.1% | +86.3% | -33.1% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling