+238.6%
SCHD vs RL
+311.3%
-72.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -2.0% | -3.4% | +1.5% | -1.1% |
| 30D | -0.4% | -14.4% | +14.0% | +3.3% |
| 3M | +5.7% | -13.6% | +19.3% | +9.1% |
| 6M | +11.9% | +0.6% | +11.3% | +10.5% |
| YTD | +26.4% | -3.6% | +30.0% | +25.9% |
| 1Y | +27.6% | +8.3% | +19.3% | +23.1% |
| 3Y | +54.9% | +204.8% | -149.8% | +11.0% |
| 5Y | +60.9% | +232.9% | -172.0% | +9.0% |
| All | +238.6% | +311.3% | -72.6% | +107.2% |
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