+566.6%
SCHD vs RY
+686.6%
-120.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -0.3% | +3.1% | -3.4% | -1.9% |
| 30D | +3.4% | -0.3% | +3.8% | +3.5% |
| 3M | +7.6% | +8.7% | -1.0% | +2.6% |
| 6M | +12.2% | +28.5% | -16.4% | -2.6% |
| YTD | +29.0% | +25.1% | +3.8% | +13.4% |
| 1Y | +30.3% | +46.3% | -16.0% | +5.1% |
| 3Y | +56.1% | +154.9% | -98.8% | -8.4% |
| 5Y | +60.4% | +140.3% | -79.9% | -3.5% |
| 10Y | +241.3% | +377.0% | -135.8% | +44.0% |
| All | +566.6% | +686.6% | -120.0% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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