+259.6%
SCHD vs RL
+337.1%
-77.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +2.7% | +2.6% | +0.1% | +2.0% |
| 30D | +7.1% | +2.9% | +4.2% | +6.3% |
| 3M | +5.7% | 0.0% | +5.7% | +5.5% |
| 6M | +15.6% | +17.1% | -1.5% | +10.3% |
| YTD | +34.9% | +10.1% | +24.8% | +29.9% |
| 1Y | +37.4% | +17.3% | +20.0% | +30.0% |
| 3Y | +74.5% | +249.3% | -174.8% | +20.7% |
| 5Y | +63.7% | +240.9% | -177.2% | +10.7% |
| All | +259.6% | +337.1% | -77.5% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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