+355.5%
SCHD vs RNG
+302.4%
+53.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -3.1% | -9.6% | +6.5% | -2.2% |
| 30D | -0.8% | +8.8% | -9.6% | -1.7% |
| 3M | +6.2% | +78.6% | -72.4% | +0.1% |
| 6M | +11.8% | +70.3% | -58.5% | +5.2% |
| YTD | +26.0% | +140.3% | -114.4% | +13.6% |
| 1Y | +28.1% | +126.6% | -98.5% | +16.0% |
| 3Y | +54.6% | +120.2% | -65.6% | +37.3% |
| 5Y | +60.3% | -68.3% | +128.6% | +63.3% |
| 10Y | +242.1% | +220.6% | +21.5% | +161.5% |
| All | +355.5% | +302.4% | +53.1% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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