+206.6%
ROL vs SCHG
+459.0%
-252.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -3.2% | -1.0% | -2.1% | -2.7% |
| 30D | -4.9% | -1.3% | -3.6% | -4.4% |
| 3M | -25.8% | +5.4% | -31.3% | -27.8% |
| 6M | -37.6% | +14.4% | -52.0% | -41.8% |
| YTD | -41.5% | +8.0% | -49.5% | -43.9% |
| 1Y | -39.5% | +12.7% | -52.2% | -43.5% |
| 3Y | +0.1% | +85.6% | -85.5% | -30.5% |
| 5Y | -4.6% | +85.5% | -90.1% | -34.8% |
| All | +206.6% | +459.0% | -252.4% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling