+59.6%
SCHW vs RIO
+90.0%
-30.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.9% |
| 7D | -2.8% | -3.4% | +0.6% | -1.9% |
| 30D | -0.1% | +0.6% | -0.6% | -0.3% |
| 3M | +20.6% | +2.5% | +18.0% | +19.3% |
| 6M | +15.9% | +10.8% | +5.2% | +11.3% |
| YTD | +8.5% | +30.5% | -22.0% | -1.6% |
| 1Y | +17.8% | +68.1% | -50.3% | -1.8% |
| 3Y | +88.5% | +94.0% | -5.5% | +46.8% |
| All | +59.6% | +90.0% | -30.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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