+447.8%
SCHG vs RL
+311.3%
+136.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | -1.0% | -3.4% | +2.4% | -0.1% |
| 30D | -1.3% | -14.4% | +13.2% | +2.9% |
| 3M | +5.4% | -13.6% | +19.0% | +9.3% |
| 6M | +14.4% | +0.6% | +13.9% | +13.0% |
| YTD | +8.0% | -3.6% | +11.6% | +7.8% |
| 1Y | +12.7% | +8.3% | +4.4% | +8.6% |
| 3Y | +85.6% | +204.8% | -119.2% | +32.7% |
| 5Y | +85.5% | +232.9% | -147.4% | +26.9% |
| All | +447.8% | +311.3% | +136.6% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling