+559.1%
SCHD vs RCL
+1,125.0%
-565.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -1.1% | -0.5% | -0.7% | -1.1% |
| 30D | +1.5% | -17.3% | +18.8% | +4.7% |
| 3M | +7.4% | -2.8% | +10.2% | +7.6% |
| 6M | +12.4% | -4.4% | +16.7% | +12.2% |
| YTD | +27.5% | -4.2% | +31.7% | +26.4% |
| 1Y | +30.0% | -23.4% | +53.4% | +33.5% |
| 3Y | +56.5% | +179.4% | -122.9% | +25.2% |
| 5Y | +60.7% | +238.8% | -178.1% | +18.7% |
| 10Y | +237.8% | +350.2% | -112.4% | +110.5% |
| All | +559.1% | +1,125.0% | -565.8% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling