+60.6%
SCHW vs RCL
+223.1%
-162.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.8% | -2.5% | -0.3% | -2.2% |
| 30D | -0.1% | -15.7% | +15.6% | +4.1% |
| 3M | +20.6% | -3.6% | +24.2% | +20.8% |
| 6M | +15.9% | -8.7% | +24.6% | +16.9% |
| YTD | +8.5% | -6.2% | +14.7% | +7.5% |
| 1Y | +17.8% | -22.9% | +40.7% | +22.6% |
| 3Y | +88.5% | +173.6% | -85.1% | +32.8% |
| 5Y | +60.6% | +226.6% | -165.9% | +3.4% |
| All | +60.6% | +223.1% | -162.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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