+60.2%
SCHD vs ROL
-5.1%
+65.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.0% | -3.2% | +1.2% | -1.3% |
| 30D | -0.4% | -4.9% | +4.5% | +0.6% |
| 3M | +5.7% | -25.8% | +31.5% | +12.5% |
| 6M | +11.9% | -37.6% | +49.4% | +23.5% |
| YTD | +26.4% | -41.5% | +67.9% | +41.2% |
| 1Y | +27.6% | -39.5% | +67.1% | +41.2% |
| 3Y | +54.9% | +0.1% | +54.8% | +50.9% |
| All | +60.2% | -5.1% | +65.3% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling