+280.0%
RTX vs SCHW
+301.3%
-21.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | -2.0% | -2.8% | +0.8% | -0.9% |
| 30D | -11.2% | -0.1% | -11.2% | -11.3% |
| 3M | +12.0% | +20.6% | -8.5% | +4.2% |
| 6M | -3.6% | +15.9% | -19.5% | -9.3% |
| YTD | +9.2% | +8.5% | +0.7% | +5.0% |
| 1Y | +29.7% | +17.8% | +11.9% | +20.5% |
| 3Y | +152.0% | +88.5% | +63.4% | +88.2% |
| 5Y | +165.8% | +60.6% | +105.1% | +98.9% |
| All | +280.0% | +301.3% | -21.3% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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