+238.6%
SCHD vs ROL
+211.6%
+27.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -2.0% | -3.2% | +1.2% | -1.0% |
| 30D | -0.4% | -4.9% | +4.5% | +1.0% |
| 3M | +5.7% | -25.8% | +31.5% | +15.0% |
| 6M | +11.9% | -37.6% | +49.4% | +27.9% |
| YTD | +26.4% | -41.5% | +67.9% | +46.9% |
| 1Y | +27.6% | -39.5% | +67.1% | +46.4% |
| 3Y | +54.9% | +0.1% | +54.8% | +49.3% |
| 5Y | +60.9% | -4.6% | +65.5% | +54.0% |
| All | +238.6% | +211.6% | +27.0% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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