+722.2%
ROP vs SCHG
+1,127.0%
-404.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -0.8% |
| 7D | -6.1% | -0.9% | -5.2% | -5.5% |
| 30D | -3.4% | -2.3% | -1.1% | -1.6% |
| 3M | +16.7% | +4.5% | +12.2% | +12.3% |
| 6M | +8.1% | +13.6% | -5.5% | -2.9% |
| YTD | -11.7% | +7.6% | -19.3% | -17.3% |
| 1Y | -24.2% | +13.0% | -37.3% | -32.1% |
| 3Y | -19.0% | +87.0% | -105.9% | -52.9% |
| 5Y | -15.9% | +82.9% | -98.7% | -51.9% |
| 10Y | +135.7% | +453.6% | -318.0% | -56.8% |
| All | +722.2% | +1,127.0% | -404.8% | -35.2% |
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