+595.5%
SCHD vs RY
+665.1%
-69.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.2% |
| 7D | -0.5% | -3.0% | +2.5% | +1.1% |
| 30D | +8.3% | +6.3% | +2.0% | +4.8% |
| 3M | +5.9% | -2.6% | +8.5% | +7.2% |
| 6M | +15.3% | +13.9% | +1.3% | +6.9% |
| YTD | +34.5% | +21.7% | +12.9% | +20.0% |
| 1Y | +37.2% | +40.4% | -3.3% | +13.0% |
| 3Y | +73.6% | +161.3% | -87.7% | +0.4% |
| 5Y | +63.7% | +126.5% | -62.8% | +1.6% |
| 10Y | +258.1% | +354.3% | -96.3% | +54.5% |
| All | +595.5% | +665.1% | -69.6% | +131.9% |
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