+41.8%
SCHD vs ROK
+25.3%
+16.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +1.9% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +10.7% | -2.5% | +13.1% | +10.9% |
| 3M | +7.8% | 0.0% | +7.8% | +7.8% |
| 6M | +16.7% | +11.6% | +5.1% | +14.3% |
| YTD | +35.3% | +15.2% | +20.1% | +31.4% |
| 1Y | +41.8% | +25.0% | +16.8% | +36.2% |
| All | +41.8% | +25.3% | +16.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling