+551.1%
SCHD vs RRX
+301.7%
+249.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | -3.1% | -3.7% | +0.6% | -2.1% |
| 30D | -0.8% | -9.3% | +8.5% | +1.7% |
| 3M | +6.2% | -21.8% | +28.0% | +11.7% |
| 6M | +11.8% | -22.0% | +33.8% | +16.1% |
| YTD | +26.0% | +11.9% | +14.0% | +16.4% |
| 1Y | +28.1% | +11.6% | +16.5% | +17.6% |
| 3Y | +54.6% | +2.2% | +52.4% | +38.7% |
| 5Y | +60.3% | +14.9% | +45.5% | +33.4% |
| 10Y | +242.1% | +214.2% | +27.9% | +93.9% |
| All | +551.1% | +301.7% | +249.4% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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