+1,034.5%
ROL vs SCHG
+1,121.7%
-87.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.2% | -2.7% | -0.5% | -1.5% |
| 30D | -6.6% | -2.2% | -4.4% | -5.4% |
| 3M | -27.3% | +6.2% | -33.5% | -30.2% |
| 6M | -38.1% | +13.4% | -51.4% | -43.2% |
| YTD | -41.8% | +7.1% | -48.9% | -44.7% |
| 1Y | -37.8% | +12.5% | -50.3% | -43.1% |
| 3Y | -0.3% | +86.2% | -86.5% | -37.8% |
| 5Y | -5.1% | +83.9% | -89.0% | -42.1% |
| 10Y | +208.4% | +451.3% | -242.9% | -33.4% |
| All | +1,034.5% | +1,121.7% | -87.2% | +2.4% |
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