+87.0%
SCHW vs RIG
-30.5%
+117.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.6% |
| 7D | -2.8% | -4.2% | +1.4% | -2.4% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | +20.6% | -4.0% | +24.6% | +20.8% |
| 6M | +15.9% | -6.3% | +22.3% | +16.0% |
| YTD | +8.5% | +39.7% | -31.2% | +3.1% |
| 1Y | +17.8% | +78.1% | -60.2% | +7.9% |
| All | +87.0% | -30.5% | +117.5% | +95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling