+14,762.3%
SCHW vs RCL
+4,537.3%
+10,225.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.1% |
| 7D | -1.3% | -0.5% | -0.9% | -1.1% |
| 30D | -0.4% | -17.3% | +17.0% | +6.2% |
| 3M | +21.7% | -2.8% | +24.4% | +21.7% |
| 6M | +13.0% | -4.4% | +17.3% | +12.3% |
| YTD | +8.0% | -4.2% | +12.2% | +5.9% |
| 1Y | +15.8% | -23.4% | +39.2% | +21.7% |
| 3Y | +87.7% | +179.4% | -91.7% | +19.7% |
| 5Y | +59.7% | +238.8% | -179.1% | -12.5% |
| 10Y | +292.9% | +350.2% | -57.3% | +52.5% |
| All | +14,762.3% | +4,537.3% | +10,225.0% | +1,509.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling