+137.8%
SCHD vs RPRX
+57.8%
+80.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.6% | -4.0% | +1.4% | -1.9% |
| 30D | -0.3% | +4.9% | -5.2% | -1.2% |
| 3M | +6.1% | +9.4% | -3.3% | +4.3% |
| 6M | +11.7% | +33.3% | -21.6% | +5.9% |
| YTD | +26.3% | +59.0% | -32.6% | +15.9% |
| 1Y | +28.8% | +69.2% | -40.5% | +16.6% |
| 3Y | +55.0% | +124.1% | -69.0% | +32.6% |
| 5Y | +60.0% | +77.9% | -17.8% | +43.0% |
| All | +137.8% | +57.8% | +80.0% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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