+59.6%
SCHW vs RIG
+62.5%
-2.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.6% |
| 7D | -2.8% | -4.2% | +1.4% | -2.3% |
| 30D | -0.1% | -0.7% | +0.6% | 0.0% |
| 3M | +20.6% | -4.0% | +24.6% | +20.8% |
| 6M | +15.9% | -6.3% | +22.3% | +15.9% |
| YTD | +8.5% | +39.7% | -31.2% | +2.3% |
| 1Y | +17.8% | +78.1% | -60.2% | +6.7% |
| 3Y | +88.5% | -29.5% | +118.0% | +88.3% |
| All | +59.6% | +62.5% | -2.9% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling