+238.6%
SCHD vs ROP
+135.6%
+103.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.0% | -4.6% | +2.7% | +0.1% |
| 30D | -0.4% | -1.7% | +1.3% | +0.2% |
| 3M | +5.7% | +17.1% | -11.3% | -2.2% |
| 6M | +11.9% | +10.9% | +1.0% | +5.6% |
| YTD | +26.4% | -12.1% | +38.5% | +32.3% |
| 1Y | +27.6% | -24.2% | +51.9% | +43.3% |
| 3Y | +54.9% | -20.4% | +75.3% | +67.4% |
| 5Y | +60.9% | -15.4% | +76.3% | +65.9% |
| All | +238.6% | +135.6% | +103.0% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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