+0.8%
SCHW vs RIG
+43.0%
-42.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.6% | +12.2% | +4.6% |
| 7D | +5.2% | -18.8% | +24.0% | +5.3% |
| 30D | -4.7% | -1.1% | -3.6% | -5.0% |
| 3M | -11.9% | +4.4% | -16.4% | -12.4% |
| 6M | +2.7% | -20.8% | +23.5% | +3.6% |
| YTD | -5.6% | +32.0% | -37.6% | -10.1% |
| 1Y | +0.8% | +39.7% | -39.0% | -5.9% |
| All | +0.8% | +43.0% | -42.3% | -5.9% |
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