+238.6%
SCHD vs ROK
+357.9%
-119.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | -2.0% | -1.2% | -0.7% | -1.5% |
| 30D | -0.4% | -4.8% | +4.4% | +1.2% |
| 3M | +5.7% | -6.1% | +11.8% | +7.3% |
| 6M | +11.9% | +15.5% | -3.6% | +5.0% |
| YTD | +26.4% | +11.2% | +15.3% | +19.7% |
| 1Y | +27.6% | +23.8% | +3.8% | +15.9% |
| 3Y | +54.9% | +53.1% | +1.8% | +25.6% |
| 5Y | +60.9% | +48.3% | +12.6% | +28.2% |
| All | +238.6% | +357.9% | -119.3% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling