+553.0%
SCHD vs ROP
+456.8%
+96.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | -2.6% | -6.1% | +3.5% | +0.1% |
| 30D | -0.3% | -3.4% | +3.1% | +1.1% |
| 3M | +6.1% | +16.7% | -10.6% | -1.7% |
| 6M | +11.7% | +8.1% | +3.6% | +6.7% |
| YTD | +26.3% | -11.7% | +38.0% | +31.6% |
| 1Y | +28.8% | -24.2% | +53.0% | +44.0% |
| 3Y | +55.0% | -19.0% | +74.0% | +65.8% |
| 5Y | +60.0% | -15.9% | +75.9% | +65.5% |
| 10Y | +243.1% | +135.7% | +107.4% | +112.3% |
| All | +553.0% | +456.8% | +96.2% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling