+60.6%
SCHW vs RCAT
+177.7%
-117.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.8% |
| 7D | -2.8% | -5.4% | +2.6% | -2.6% |
| 30D | -0.1% | -24.2% | +24.1% | +0.9% |
| 3M | +20.6% | -25.8% | +46.4% | +21.4% |
| 6M | +15.9% | -44.9% | +60.9% | +17.3% |
| YTD | +8.5% | +1.9% | +6.6% | +6.4% |
| 1Y | +17.8% | -5.2% | +23.0% | +15.1% |
| 3Y | +88.5% | +759.6% | -671.0% | +59.0% |
| 5Y | +60.6% | +187.5% | -126.9% | +38.7% |
| All | +60.6% | +177.7% | -117.0% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 5y: compounded portfolio wealth divided by compounded RCAT 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…
5y analysis · Full analysis span regression · 6 months rolling