+1,674.3%
SCHW vs RBA
+3,492.7%
-1,818.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.5% |
| 7D | -1.3% | -1.1% | -0.3% | -0.9% |
| 30D | -0.4% | -13.2% | +12.8% | +4.3% |
| 3M | +21.7% | -21.4% | +43.0% | +30.5% |
| 6M | +13.0% | -20.9% | +33.8% | +20.6% |
| YTD | +8.0% | -19.9% | +27.9% | +14.3% |
| 1Y | +15.8% | -28.7% | +44.5% | +27.4% |
| 3Y | +87.7% | +27.4% | +60.3% | +65.8% |
| 5Y | +59.7% | +41.7% | +17.9% | +31.2% |
| 10Y | +292.9% | +189.6% | +103.3% | +134.7% |
| All | +1,674.3% | +3,492.7% | -1,818.4% | +357.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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