+247.9%
SCHW vs RKT
-11.2%
+259.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | -0.1% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | -1.1% | -2.4% | +1.3% | -1.0% |
| 3M | +20.4% | +1.9% | +18.5% | +19.8% |
| 6M | +13.6% | -13.9% | +27.5% | +14.1% |
| YTD | +7.7% | -30.6% | +38.3% | +9.5% |
| 1Y | +15.2% | -34.4% | +49.6% | +17.4% |
| 3Y | +87.1% | +38.2% | +49.0% | +75.1% |
| 5Y | +57.5% | -9.7% | +67.1% | +46.1% |
| All | +247.9% | -11.2% | +259.1% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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