+295.2%
SCHW vs RL
+308.3%
-13.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.0% |
| 30D | -0.1% | -15.3% | +15.3% | +6.2% |
| 3M | +20.6% | -10.3% | +30.9% | +24.8% |
| 6M | +15.9% | -2.2% | +18.2% | +14.7% |
| YTD | +8.5% | -4.3% | +12.8% | +7.8% |
| 1Y | +17.8% | +8.9% | +9.0% | +10.7% |
| 3Y | +88.5% | +201.4% | -112.9% | +11.1% |
| 5Y | +60.6% | +230.6% | -169.9% | -11.7% |
| All | +295.2% | +308.3% | -13.1% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling