+54.8%
SCHD vs ROL
-1.5%
+56.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | -2.6% | -3.3% | +0.6% | -2.1% |
| 30D | -0.3% | -7.2% | +6.9% | +1.0% |
| 3M | +6.1% | -27.0% | +33.1% | +12.0% |
| 6M | +11.7% | -39.5% | +51.2% | +22.0% |
| YTD | +26.3% | -41.8% | +68.1% | +38.6% |
| 1Y | +28.8% | -38.9% | +67.6% | +39.8% |
| All | +54.8% | -1.5% | +56.3% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling