+60.3%
SCHD vs RCL
+223.1%
-162.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -3.1% | -2.5% | -0.6% | -2.8% |
| 30D | -0.8% | -15.7% | +14.9% | +1.5% |
| 3M | +6.2% | -3.6% | +9.8% | +6.5% |
| 6M | +11.8% | -8.7% | +20.5% | +12.4% |
| YTD | +26.0% | -6.2% | +32.1% | +25.3% |
| 1Y | +28.1% | -22.9% | +51.0% | +31.0% |
| 3Y | +54.6% | +173.6% | -119.0% | +27.7% |
| 5Y | +60.3% | +226.6% | -166.2% | +23.4% |
| All | +60.3% | +223.1% | -162.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling