+129.7%
ROP vs SCHG
+459.0%
-329.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -4.6% | -1.0% | -3.6% | -3.9% |
| 30D | -1.7% | -1.3% | -0.4% | -0.8% |
| 3M | +17.1% | +5.4% | +11.6% | +12.7% |
| 6M | +10.9% | +14.4% | -3.6% | +0.7% |
| YTD | -12.1% | +8.0% | -20.1% | -17.0% |
| 1Y | -24.2% | +12.7% | -37.0% | -30.8% |
| 3Y | -20.4% | +85.6% | -106.0% | -49.8% |
| 5Y | -15.4% | +85.5% | -100.9% | -47.8% |
| All | +129.7% | +459.0% | -329.3% | -50.5% |
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 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