+597.4%
SCHD vs RCL
+1,406.1%
-808.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.7% | -1.2% | +3.9% | +2.9% |
| 30D | +7.1% | +17.8% | -10.7% | +4.1% |
| 3M | +5.7% | +4.9% | +0.8% | +4.6% |
| 6M | +15.6% | +23.7% | -8.1% | +10.7% |
| YTD | +34.9% | +17.8% | +17.1% | +28.8% |
| 1Y | +37.4% | +28.9% | +8.4% | +28.9% |
| 3Y | +74.5% | +241.9% | -167.4% | +34.9% |
| 5Y | +63.7% | +295.4% | -231.7% | +17.8% |
| 10Y | +259.1% | +344.1% | -85.0% | +125.8% |
| All | +597.4% | +1,406.1% | -808.7% | +213.2% |
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