+13.4%
SCHW vs RIG
+97.6%
-84.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -1.0% |
| 7D | -0.8% | +0.9% | -1.7% | -0.8% |
| 30D | +1.5% | +13.8% | -12.3% | +1.3% |
| 3M | +24.6% | -6.4% | +31.0% | +25.0% |
| 6M | +14.5% | -8.2% | +22.7% | +14.9% |
| YTD | +10.5% | +41.6% | -31.2% | +9.6% |
| 1Y | +13.4% | +88.7% | -75.3% | +15.0% |
| All | +13.4% | +97.6% | -84.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling