+887.1%
SCHW vs RCAT
-100.0%
+987.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.2% |
| 7D | -1.3% | +5.4% | -6.7% | -1.3% |
| 30D | -0.4% | -5.6% | +5.2% | -0.4% |
| 3M | +21.7% | -30.2% | +51.9% | +21.7% |
| 6M | +13.0% | -43.4% | +56.3% | +13.0% |
| YTD | +8.0% | +9.6% | -1.6% | +7.9% |
| 1Y | +15.8% | -2.0% | +17.8% | +15.7% |
| 3Y | +87.7% | +825.0% | -737.3% | +86.4% |
| 5Y | +59.7% | +199.8% | -140.2% | +58.6% |
| 10Y | +292.9% | -98.4% | +391.3% | +285.8% |
| All | +887.1% | -100.0% | +987.1% | +925.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling