+553.0%
SCHD vs ROK
+800.7%
-247.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -0.3% | -1.8% | +1.5% | +0.2% |
| 3M | +6.1% | -7.2% | +13.3% | +8.1% |
| 6M | +11.7% | +14.2% | -2.4% | +5.3% |
| YTD | +26.3% | +10.6% | +15.8% | +19.9% |
| 1Y | +28.8% | +25.9% | +2.8% | +16.4% |
| 3Y | +55.0% | +50.8% | +4.3% | +26.9% |
| 5Y | +60.0% | +47.0% | +13.0% | +28.4% |
| 10Y | +243.1% | +354.9% | -111.8% | +74.4% |
| All | +553.0% | +800.7% | -247.7% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling