+238.6%
SCHD vs RIO
+608.6%
-370.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.0% | -3.2% | +1.3% | -1.1% |
| 30D | -0.4% | +0.9% | -1.3% | -0.8% |
| 3M | +5.7% | -1.4% | +7.2% | +5.8% |
| 6M | +11.9% | +10.9% | +0.9% | +7.4% |
| YTD | +26.4% | +31.2% | -4.8% | +14.8% |
| 1Y | +27.6% | +67.9% | -40.3% | +7.1% |
| 3Y | +54.9% | +88.8% | -33.8% | +23.5% |
| 5Y | +60.9% | +93.1% | -32.2% | +23.5% |
| All | +238.6% | +608.6% | -370.0% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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