+559.1%
SCHD vs ROL
+618.7%
-59.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | -1.1% | -3.4% | +2.3% | -0.1% |
| 30D | +1.5% | -6.9% | +8.4% | +3.7% |
| 3M | +7.4% | -24.6% | +32.0% | +16.8% |
| 6M | +12.4% | -39.5% | +51.9% | +30.6% |
| YTD | +27.5% | -41.1% | +68.6% | +49.0% |
| 1Y | +30.0% | -37.9% | +67.9% | +48.9% |
| 3Y | +56.5% | +0.8% | +55.7% | +50.6% |
| 5Y | +60.7% | -4.7% | +65.3% | +54.1% |
| 10Y | +237.8% | +207.9% | +29.9% | +101.4% |
| All | +559.1% | +618.7% | -59.6% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling