+45,717.5%
SCHW vs RIO
+5,778.8%
+39,938.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +2.3% |
| 7D | -2.8% | -3.4% | +0.6% | -1.6% |
| 30D | -0.1% | +0.6% | -0.6% | -0.5% |
| 3M | +20.6% | +2.5% | +18.0% | +18.7% |
| 6M | +15.9% | +10.8% | +5.2% | +10.1% |
| YTD | +8.5% | +30.5% | -22.0% | -3.6% |
| 1Y | +17.8% | +68.1% | -50.3% | -4.9% |
| 3Y | +88.5% | +94.0% | -5.5% | +41.8% |
| 5Y | +60.6% | +92.0% | -31.4% | +18.0% |
| 10Y | +298.0% | +589.0% | -291.0% | +78.0% |
| All | +45,717.5% | +5,778.8% | +39,938.7% | +8,332.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling