+294.9%
SCHW vs RIG
-41.2%
+336.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.2% |
| 7D | -1.9% | -3.1% | +1.2% | -1.5% |
| 30D | -1.6% | -0.5% | -1.1% | -1.6% |
| 3M | +21.3% | -6.0% | +27.2% | +21.8% |
| 6M | +16.5% | -10.1% | +26.6% | +17.1% |
| YTD | +8.4% | +37.3% | -28.9% | +2.3% |
| 1Y | +15.6% | +73.9% | -58.3% | +4.8% |
| 3Y | +86.8% | -30.2% | +117.0% | +85.8% |
| 5Y | +60.5% | +62.5% | -2.0% | +34.0% |
| All | +294.9% | -41.2% | +336.1% | +213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling