+238.6%
SCHD vs RCL
+346.0%
-107.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -2.0% | -1.9% | 0.0% | -1.7% |
| 30D | -0.4% | -15.5% | +15.1% | +2.3% |
| 3M | +5.7% | -9.7% | +15.4% | +7.2% |
| 6M | +11.9% | -8.7% | +20.6% | +12.6% |
| YTD | +26.4% | -5.8% | +32.2% | +25.7% |
| 1Y | +27.6% | -24.5% | +52.1% | +31.2% |
| 3Y | +54.9% | +173.9% | -119.0% | +25.4% |
| 5Y | +60.9% | +228.0% | -167.0% | +21.0% |
| All | +238.6% | +346.0% | -107.4% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RCL 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling