+1,136.1%
ROK vs SCHG
+1,121.7%
+14.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -1.6% | -2.7% | +1.1% | +1.1% |
| 30D | -5.4% | -2.2% | -3.2% | -3.3% |
| 3M | -4.0% | +6.2% | -10.1% | -9.9% |
| 6M | +13.3% | +13.4% | 0.0% | -0.5% |
| YTD | +9.3% | +7.1% | +2.2% | +1.7% |
| 1Y | +25.8% | +12.5% | +13.3% | +11.3% |
| 3Y | +49.1% | +86.2% | -37.1% | -22.5% |
| 5Y | +45.9% | +83.9% | -38.1% | -25.2% |
| 10Y | +349.9% | +451.3% | -101.4% | -43.8% |
| All | +1,136.1% | +1,121.7% | +14.3% | -48.8% |
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