+566.6%
SCHD vs RL
+217.7%
+348.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.3% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +3.4% | -7.8% | +11.2% | +5.3% |
| 3M | +7.6% | -4.0% | +11.6% | +8.3% |
| 6M | +12.2% | -1.9% | +14.0% | +11.5% |
| YTD | +29.0% | -0.2% | +29.1% | +27.5% |
| 1Y | +30.3% | +10.7% | +19.6% | +25.4% |
| 3Y | +56.1% | +210.8% | -154.6% | +14.0% |
| 5Y | +60.4% | +238.2% | -177.8% | +11.5% |
| 10Y | +241.3% | +313.4% | -72.1% | +112.6% |
| All | +566.6% | +217.7% | +348.9% | +316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling